"The first day we were here we went to a gym and we all had to cover up so there were a few long sleeves, tights and calf sleeves going around," said Williams.
"But I think that will be the norm for the players who are lucky enough to come over here, and we just have to respect the values that the Japanese people have – that's just how it is."
An education programme by World Rugby is underway ahead of next year's Rugby World Cup in Japan, also highlighting for players and fans other customs like the need to wear different footwear indoors from outdoors.
The 33-year-old Williams will win his 50th All Blacks cap tomorrow when he suits up against the Wallabies at Nissan Stadium in Yokohama.
The No 12 was philosophical as he pondered the milestone, saying he was thankful for the opportunity to wear the black jersey.
"[Playing 50 tests] ended up being a goal but at the start I don't think it was realistic.
"I didn't think it was a possibility when I first started. When I first started playing rugby and I have said this before, I didn't have that connection with it because I grew up as a league player.
"Over the years that developed and being in this environment really helped that and once I had that connection I knew that anything was possible."