What are the steps to move to japan

I plan on studying Martial arts in japan for a while and depending on how that goes i may decide to settle down and if possible open my own school of martial arts that being the case what would i need to do?

1) Get a sponsor for your visa
2) Get your visa
3) Work towards your goal

The Japanese consulate/embassy in your country has the details on what documents are required:
http://www.mofa.go.jp/j_info/visit/visa/index.html

I'm not sure what category the study of martial arts would be in as far as the type of visa i could get goes.