"this" in a javascript function?

Actually this can refer to different thing, implicitly, it is set depending how you invoke a function, for exmaple:

obj.func();

The this value inside func will refer to obj.

new Func();

The this value will refer to a newly created object that inherits from Func.prototype.

func();

The this value will refer to the Global object.

And the value can be set explicitly also, using the call or apply methods, for example:

function foo () {
  alert(this);
}

foo.call("hello world");

The helloWorld1 example you post, would work only if the this value refers to a function, that returns another function, because if you analyze the line:

this({ body: "Hello world!" })();

You can note that this needs to be a function, because you are invoking it, passing the object to it. And we know the return value needs also to be a function, because the last parentheses, are another function invocation.

For example:

var fn = function(o){
  return function () {
    alert(o.body);
   }
};
helloWorld1.call(fn);  // or the equivalent

fn.method = helloWorld1;
fn.method();

Edit: To make the helloWorld2 example you post work, the this value needs to be a function with a pattern that allows us to chain multiple function calls, returning the same function each time, until the function is called without arguments, e.g.:

var fn = (function(){
  var msg = '';
  return function inner (o) {
    if (o) { // called with an argument?
      msg += o.body;
    } else { // no, show the message
      alert(msg);
    }
    return inner; // return a reference to itself
  };
})();

function helloWorld2() {
  this
  ({ body: "Hello, " })
  ({ body: "my " })
  ({ body: "world!" })
  ();
}
helloWorld2.call(fn); // "Hello my world!"