In Japan, the country isn't even called 'Japan', its 'Nihon' or 'Nippon'. 'Japan' is just something that (I believe) the Portuguese made up a few hundred years ago when they first came.
In Japan, country names, besides being written in chinese characters have entirely different names and there are two names as well. Some examples:
Belgium - Berugi
England - Igirisu and/or Eikoku
The USA - Amerika and/or Beikoku
Canada - Kanada and/or Kakoku
Ukraine - Ukraina
Mexico - Mekishiko
Australia - Oosutoraria
And many more!