Assuming you are playing in a virtual machine, you probably don't need to do that for many of those games. This is likely a locale (encoding) issue. Since PCs sort of became standard, Japan switched to using Windows, which uses Shift_JIS encoding for Japanese characters. Anywhere that text display is involved, the operating system has to be able to "read" the text from the binary. No Linux distro that I'm aware of has this locale supported out-of-box - Japanese users use UTF-8 like everyone else. There are reasons for this, but nothing that couldn't be half-ass fixed if anybody actually gave a damn about Japs (or weebs, kek). Too bad, I guess.
There is a workaround though. You can define a locale yourself like so:
sudo localedef -i ja_JP -c -f SHIFT_JIS /usr/lib/locale/ja_JP.SJIS
Then you can run programs in it without switching locale like so:
LC_ALL=ja_JP.SJIS wine animetitties.exe
Installing Japanese games won't work if the game has Japanese filenames. For the filenames to show up correctly, the game will have to be installed and played in this locale. Switching to this locale will change your entire system's language to Japanese, so be sure that you are able to change it back afterward. For these games it might be preferable to play them in a virtual machine, as to change locale you will have to log out and log back in (start a new session), although you don't have to reboot if I recall correctly.
Lots of Japanese games have the file names all written in English, and can be installed either by extracting them normally if in a zip/rar/7z/etc file or by running the installer in wine with LC_ALL, so can be played without changing the system locale on Linux.
Another warning: you won't be able to torrent files with SJIS file names either. This will also have to be done in Jap locale. These files are safe on your disk once they've been downloaded, but you won't be able to use them at all when outside Japanese SJIS locale. They'll give you an error. To get around this, once they are downloaded I rename them if the file names are trivial, or for game installations where the file names must not be changed, I zip/tar.gz/otherwise compress the file and give it a compliant file name for archival and transfer purposes before changing back to my own locale.
Granted, a lot of, some of, who knows, RPG Maker and WOLF RPG Editor games don't work in Wine regardless. Also, you'll obviously still need to install the Japanese run-time packages for RPG Maker games, and possibly some fonts. I believe RM2k/3 does not work due to font requirements not met by Linux - the default RPG Maker 2000/2003 font is in .fon format and can't be used. EasyRPG's native player can be used instead if the game is compatible.
Kill yourself. There's nothing wrong with enjoying visual novels or adventure games, or reading books for that matter. Waste of Hitler dubs.
Indeed, but even then, the player is only compatible with RM2k/3 games.