To change the region for games if you wish to play them in Japanese, please follow the following instructions:

Changing the language of the Steam client:

The language setting on Steam determines which language the Steam client application displays, as well as the language which games are presented in. (Third-party titles may have their own language settings - these settings will generally be independent of the Steam language setting).

1. Log into your Steam account.
   
2. Click the Steam menu in the top menu bar (this is the first option on the left at the top of the window). 
   
3. Go to the Settings option. 
   
4. Go to the Interface tab. 
   
5. Select the language you wish to use from the drop-down menu. 
   
6. Click OK and then select the option to Restart Steam. 
   
7. Once Steam restarts, you will be able to use Steam and Valve games in the language which you selected. 
   
8. If you have games installed that support the language you have selected, files for that language may need to be downloaded before you can play.  

Changing the language of individual games:

The language of many games can be changed independently from the Steam client language.

1. Log into your Steam account. 
   
2. Right click on a game from the Steam game library and choose Properties. 
   
3. Go to the Language tab. 
   
4. Select the language you wish to use from the drop-down menu. 
   
5. Click OK. 
   
6. If the game supports the language you have selected, files for that language may need to be downloaded before you can play.
   

NOTE: If you are experiencing problems enabling a language, make sure your desired language is selected in both locations.  Some languages may not be available for the game you wish to play. Check the Steam store page for the game to see which languages are offered. 

Occasionally, non-Unicode text must be manually set as Japanese. To do so, follow these steps:

1. Open Region and Language by clicking the Start button, clicking Control Panel, clicking Clock, Language, and Region, and then clicking Region and Language. 
2. Click the Administrative tab, and then, under Language for non-Unicode programs, click Change system locale. Administrator permission required If you're prompted for an administrator password or confirmation, type the password or provide confirmation. 
3. Select the language, and then click OK. 
4. Restart your computer by clicking Restart now.
   

(Sources: Steam, Microsoft)