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There are a lot of words in Japanese which describe concepts missing from English, and likewise some concepts available in English missing from Japanese. (Although it seems to me that English has a lot more gaps than Japanese.)

Be warned : discovering concepts which can't be expressed in your own language can lead to serious headaches!

Words missing from English:

Genki : healthy, full of life and enthusiastic

Usage: "The students in class 2-1 are so genki that it's always fun to teach them."

Describes a general lively enthusiasm (although not for anything in particular) and bouncy cheerfulness. Genki children are great fun but have a tendency to knock things over and do themselves injuries.

genki
A genki student
Yappari : Just as could have been predicted from the information available beforehand

Usage: "Yappari it was foolish of me to expect England to win the World Cup."

A word for acknowledging regretfully that the predicted outcome has occured, even if nobody had actually BEEN predicting it. Can be used on its own to express smugness that something has gone wrong for someone, just as you'd expected it would.

Bimyo : not really one thing or the other; halfway between the two options
bimyo
Bimyo weather

Usage: "What do you think of Japanese beer? It's bimyo."

An amazingly convenient word for avoiding answering questions, so it's hardly a surprise that the Japanese use it all the time. This word has affected my English more than any other, because I constantly want to give it as an answer to either/or questions. Having got halfway through the sentence I then remember that I actually have to choose one option or the other, which is a nuisance when you're planning to avoid the question.

Dame : no good, unacceptable

Usage: "The weather has been dame all week."

This can be used in virtually any situation where something can be thought of as no good, from refusing permission for something or explaining that something is not possible to complaining that your pen doesn't work.

Asobu : play

Usage: "Why don't we asobu this weekend?"

How is this a missing word when we have 'play' in English, I hear you ask. Well, have you ever asked your colleagues or your boss around to play? (I'm assuming not, but each to their own.) In English, adults do not play. Well, clearly they DO, but they insist on strenuously avoiding the word in case someone should tell them that they ought to be doing something useful instead. This means that in English you always have to specify WHAT you're suggesting beforehand, even if it's only to 'have a cup of tea', whereas in Japanese you can just say "let's asobu" and leave making an actual plan to the other person.

Ganbaru/ganbatte : try particularly hard, do one's best

Usage: "I feel ill but I'm going to ganbaru and go to work tomorrow anyway."

To ganbaru is very important in Japan and this word is used a lot, particularly as 'ganbatte', an instruction to do your best or try hard. In Japanese this is used to encourage people or cheer them without implying that they aren't already doing so, when in English we might find it rather patronising to be told to do our best many times a day, as though we could be doing better if only we put a bit more effort in. Also, 'doing your best' in English is generally associated with failure, whereas 'ganbaru' can be used whether you succeed(ed) or not.

ganbaru
A Japanese volleyball
player ganbaru-ing
Mendokusai : requiring more effort than the outcome would justify

Usage: "I studied a bit of Chinese but it was too mendokusai so I gave up."

A very useful word for complaining about things that someone else has told you to do.

Wa : a state of peace and harmony due to everything being in its proper place

Usage: "There was a strong sense of wa within our group."

Creating and maintaining wa is a fundamental part of Japanese life. It keeps society stable and peaceful but also explains why things change so slowly in Japan - nobody wants to disturb the wa by suggesting new things.
We don't have any wa in the West so I suppose we don't need the word either.

Ichio : not to the preferred extent but to a sufficient degree that it can't be denied

ichio
Girls ichio playing soccer
Usage: "It's got no windows or doors but it's ichio a house."

A good word for acknowledging that something is technically what it was described as, while still registering your disgruntlement at the fact that it's not what it should be.

Urusai : unwanted noise

Usage: "My manager is really urusai"

Urusai can mean simply 'noisy' in the sense of making a loud sound, but just as often it can refer to someone saying things that you don't like. It can even be used as an outburst meaning 'I'm hearing things that I don't want to be hearing', or in other words: 'shut up!'


Words missing from Japanese

Nothing
Probably not surprising that this word doesn't exist, since having a word to describe an absence of anything seems a bit eccentric in itself.
Funny
We have enough trouble with funny-strange and funny-haha in English, but there really doesn't seem to be any way to accurately describe funny-haha in Japanese. To describe comedy you'd simply talk about something that was strange and interesting. The quality of being 'funny' doesn't have it's own concept. Not that Japanese humour isn't funny, of course, although it can from time to time veer to close to simply being strange and forgetting about the haha.
You
In Japanese there are numerous different words that mean 'you', but you're very rarely allowed to use any of them. Generally speaking, you have to refer to the person you're speaking to by their name, assuming of course that you know the right title to attach to it (san, sensei etc.). If you don't know both someone's name and their title then the only solution I can see is to avoid talking to them altogether.
Less
The word 'more' exists and is used a lot, but for some reason it has no opposite in Japanese, perhaps due to some administrative oversight.
Blue
There are only three primary colours of light and, amazingly, the Japanese have given the same name to two of them. Blue and green are both known as 'ao', although green does have another name which is used for certain things, just to avoid confusion. The sensible thing to do would be to use this word for all green things, but most things are already stuck being ao. Hence there is no contradiction between having ao apples and the ao sky. This also explains why traffic lights in Japan are often blue, which is fine for the Japanese because they know that the 'go' light is supposed to be ao, but doesn't half confuse foreigners.

aoblue
Ao
aogreen
Ao