Potentially the easier way to go (assuming you are doing some high tech thing and you are getting an equivalent to an "engineering" degree -- CS should be fine) is to get a job and have the company sponsor your visa. At that point you can start your your company no problem and hire yourself. This is one way to avoid having to sponsor your own visa (which will have capitalisation requirements).

I was in a similar situation before I got married. I was teaching English and I wanted to set up an IT consulting company. My visa was as an instructor and there was no way to switch it to an engineering or business person's visa. So I would have had to sponsor my own visa. As it turned out, I got married, moved to the UK for a few years and then set up my company when I returned.

Edit: Even easier approach (though time consuming) is to get a job and stay long enough to get permanent residency. Then you have no issues at all. Minimum time frame is 5 years IIRC. Normally being married helps a lot, but I suspect if you have gone to school in Japan it will help equivalently.