I live in Japan, but I don't know how much help I could give you. As far as feudal Japan (Sengoku Period, I assume?) doing research by buying books about the topic would do a lot of good. If you're hoping to do a fantasy story with Japanese themes, there are slews of cool monsters. A great resource is the Obakemono Project: the Obakemono Project. There are tons of monsters here to choose from.
Might be good to read Tales of the Otori, or other Asian themed fantasy and see what other people are doing. I don't recommend just blindly writing a story without doing at least some research if you are basing them off a real period.
If you are not familiar with the milieu, I'd suggest some brisk Web surfing. Start with Phil's suggestions. Soon enough you will find some topics that interest you and will point to deeper research. Without a more specific direction that's all I can offer.
If you want to create an Asian themed culture, check out aspects of architecture, weaponry, language, clothing, native species, and folklore. Japanese and Chinese are great and interesting cultures to work with, but there's also Tibetan, Indonesian, Korean, and many others you could explore. Luckily, most of this can likely be found on wikipedia, so I'd recommend starting there.