Welcome from Japan. Lots of information here.
1. Get familiar with Harbor Freight (HF), you have one near you and I have made purchases there. :biggrin:
2. Many people look for an inexpensive lathe to get started. I will recommend looking for a lathe with an MT2 (# 2Morse Taper). #1MTs work fine and if the price is right, then that will do well. However, MT2 lathes have the most options available if you decide to expand and really get into turning pens and small bowls. Jet, Rikkon, Delta, Grizzly, PSI have lathes at different prices. HF has some lathes that are dependable and cheap, but others steer away from them as quality is IFFY.
3. New wood lathes come with a tail stock live center for turning wood. This does not fit correctly in a mandrel and "will" work but there will be resulting problems. The best thing is to go ahead and look for and get a 60° live center for the tail stock. There are two methods of turning pens - Turning Between Centers (TBC - which is more precise overall) and with mandrels - which is how most people start.
4. Tools - cheap to learn with or expensive chisels - either way begin with an attitude that SHARP is a constant necessity. Don't buy a tool until you have a method of sharpening within quick reach of the lathe.
5. Calipers - learn to measure by calipers, not by bushings. Sizing the blanks by the bushings will only take you so far before imperfections are noticed. A good habit is learning from the beginning to "measure" from an instrument - rather than from the bushing which will wear down or build up with finish - both of which will produce inaccuracies quickly.
Below are links to two threads/articles that have lots of information on pen turning. The first one is a very basic overview of the many aspects of getting into turning pens.
http://www.penturners.org/forum/showthread.php?t=42446
The second link has postings by different pen turners and what they wish they had known earlier:
http://www.penturners.org/forum/showthread.php?t=46654
Here is another link - a PDF on the acronyms used here. I am sure you know many but this will help with those you don't.
http://content.penturners.org/articles/2009/Acronyms.pdf
BTW, Home for me is just across the MS river from Helena, and you know where that is!