Studied the language a bit (just as a hobby and to meet people in a new city). Went on vacation. Liked it. Got laid off of job and decided to take an extended vacation there. Still liked it. Saved money, finished university (I hadn't bothered by that point, but it made the visa process much easier), and came over on a student visa. Studied at Japanese language school, found a job, and then it's just life as usual.

Definitely visit (preferably for a longer time on a fixed budget) anywhere you plan to move. Expect to possibly take a pay cut (some jobs just don't pay as much in Japan) and expect take-home pay to be less due to taxes (though things like medical and dental care are much cheaper than the US, though that's not a high bar). Think about how long you plan to be in the place. Does it make sense economically with the cost of moving? Can you retire there?

If you're a US citizen, you get the added bonus of needing to figure out a whole bunch around yearly taxes, whether you need to pay state and/or local taxes to be able to vote in your area (which probably means double-taxation after some point), investments (being a US citizen sucks for trying to do banking stuff in any country with which the US has an agreement), existing investments (many retirement vehicles can't be contributed to in some cases which can happen for those overseas), keeping a phone number for US bank 2-factor auth, and a whole host of other ugliness.