Gizmo here to rain on your parade (sorry, this thread needs facts).
First of all, if you are lucky and have a big house (ie in the middle of no where) you still aren't likely to have an oven. HOWEVER, you will have a space to put one, so you're amazingly lucky. If you're in a smaller space such as my own you will run into one rather big problem, though your apartment might be bigger, your kitchen usually isn't. It's rather difficult to find space to put an oven, and I know one ALT who acquired one who put it in his living area closet because he didn't have enough space in his (much larger) kitchen.
Second, COST. A proper oven, ie something that doesn't use microwaves to heat it, are expensive. You're talking well into the 5-8man category new, maybe 3-5man category used. I have yet to find one at a price I find reasonable to pick one up, and instead, when I want to bake, I borrow an oven from the school when the cooking club is doing their thing. (They love this... as I don't cook anything Japanese at all).
Third, Ingredients. Thank god for the internet. The variety (or lack there of) of baking ingredients in Japanese grocers is abysmal at best. I find a large quantity of what I need/want has to come from online. That being said, if you're near a bigger area (like floating around the kantou area) you can find everything you need but you will likely have to go out of your way to get it.
Fourth, the Japanese are NOT squeemish about using fat/lard in cooking at all. Especially with their delicate pastries. Also, a lot of their margarine is mixed, ie it's part butter, part margarine, as opposed to pure synthetic yellow goo. Be careful what you purchase. Real butter is rather expensive to buy from the grocer, but I have heard about online shops (have yet to track em down) where you can order it shipped to your house at a reasonable price (assuming you buy other frozen goods at the same time).
Fifth, beware your microwave. It might say "oven", or "convection oven" but they really mean Convection Microwave
. This is an excellent way to ruin a lot of food in a big hurry. I use it occasionally but have yet to be satisfied with the results. The microwave action tends to make things rubbery or cooked very unevenly. Also beware when buying an "oven" in the store, many aren't convection or conventional ovens, just really large microwaves.
I think that's it for the moment. Good luck in your baking adventures, I know many ALTs who are quite successful at it, especially after finding the correct hardware to do it.