It should be okay. If you're using a Japanese power supply, you're probably putting a higher voltage across it if you are in North America. If you are in Europe, it's likely that you are using a third-party AC adapter. Voltage regulators, within the supply and the console, will get warm. This is normal. They will probably get warmer than usual if you are using a Japanese supply in North America. The North American voltage is a bit higher (but not by much). Regardless, the DC voltage (at the console's plug) is going to be the same no matter what.