Bathing in hot springs is one of well-known Japanese heritage. The hot spring is called 温泉 (おんせん: Onsen) in Japanese. We go to hot spring bathrooms, called "温泉 浴場 (おんせん よくじょう: Onsen yokujou)”. In general, these are public bathing places but some accommodations may provide private bathrooms. If you are uncomfortable to be naked in public spaces, even though others are also naked and the rooms are separated by the gender, ask the 温泉 旅館 (おんせん りょかん: Onsen Ryokan) or other accommodations in which you'll stay whether private rooms or family rooms are available.
More information about Onsen
Secondly, the 温泉 浴場 may have 露天風呂（ろてん ぶろ： Roten buro）. 露天風呂 is a type of hot spring bathes, especially located outside of buildings. Of course, there will be walls not to show bathing people to strangers; otherwise, people allow to put their swimming wear on. The advantage of the 露天風呂 will be a nice view. You are able to see starlight during bathing at night (unless it is a bad weather!). Or you may be able to look down a spectacular view of a valley and mountain lines in the hot spring bath.
Each bathing facility makes an effort to represent uniqueness. Furthermore, the hot spring water in different locations has a different mineral combination so that the effects of bathing (believed) may vary.
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