It's a long running stereotype: Japanese gamers like role-playing games (RPGs), and Western gamers prefer first-person shooters (FPS). That doesn't mean hardcore FPS players don't exist in Japan. They do.
FPS games differ greatly from RPG games. In an FPS, action is gun-based and unfolds from a first-person point-of-view. The setting is often military, though it can also be sci-fi. In role-playing games, the focus is on "leveling-up" characters and action is often based around intricate battle systems. The setting is usually fantasy or sci-fi. FPS games have a lot in common with, say, a round of paintball, while RPGs are derived from tabletop board games.