First of all you should specify a font that includes Japanese characters such as
Arial Unicode MS or you will just get a blank dialog.
Let's assume that you have inserted a new section in the editor somewhere above Main with the following code:
Font.default_name = ["Arial Unicode MS", "Arial"]
Message1 = "このメッセージは日本語です"
You can use variables to store the message such as:
$game_variables[42] = Message1
Followed by a
Show Message with
\v[42] in it.
Storing a string in a variable is dangerous since you can easily crash the game if you use the variable for anything else.
An alternate form as Vergessen mentioned is to deal directly with $game_temp.message_text. You can display the message with two consecutive script calls:
$game_temp.message_text = Message1.dup
$game_temp.message_text.nil?
If you have my script call interpreter fix then the second script call should be:
:wait if $game_temp.message_text != nil
If you have any other interpreter script call 'fix' then it probably won't. (Read: Fixes that work by removing functionality)
*hugs*