It's a long running stereotype: Japanese gamers like role-playing games (RPGs), and Western gamers prefer first-person shooters (FPS). That doesn't mean hardcore FPS players don't exist in Japan. They do.
FPS games differ greatly from RPG games. In an FPS, action is gun-based and unfolds from a first-person point-of-view. The setting is often military, though it can also be sci-fi. In role-playing games, the focus is on "leveling-up" characters and action is often based around intricate battle systems. The setting is usually fantasy or sci-fi. FPS games have a lot in common with, say, a round of paintball, while RPGs are derived from tabletop board games.
There are many reasons why role-playing games are more popular than FPS games in Japan. One major reason is that Japan has a long, proud history of role-playing games, such as the "Dragon Quest" or the "Final Fantasy" games. The country's past RPG successes continue to perpetuate the cycle. Another reason is that FPS games were born and bred on the PC in America during the 1990s — a time when Japan was completely enraptured with RPGs on home consoles. Since RPGs were so popular at that time in Japan, domestic video-game-makers never really put any effort into developing their own FPS titles. Why bother? RPGs were what people wanted, so that was what they gave them.