For example, what we call Germany, Germans call Deutschland(spelling?). I believe Japanese people refer to Japan as Nippon, though I could be wrong there.
That is in no way a unique quality of English.
To use your examples Germany is called Allemagne in French and Japan is called Riben by Mandarin speakers.
Here is a comic from by u/Ingrid-Hongkonger on r/polandball that was posted yesterday which actually deals with this subject specifically.
hi! this is more of a linguistics question (and if I recall correctly, there's an article on this topic in the /r/linguistics FAQ), but there are a few previous related posts archived in the FAQ*:
Why do countries have different names in other languages?
*see the link on the sidebar or the wiki tab
English speakers call it Germany as that comes from the Latin name (Roman) of the area which was "Germania".
http://www.etymonline.com/index.php?allowed_in_frame=0&search=germany&searchmode=none
You'll find that English is full of words that come from Latin even though English is a Germanic language.
As for Japan, once again according to the etymology dictionary that comes from Chinese where the word "Jih pun" was at the time the Chinese equivalent term to what the Japanese called themselves. Europeans at the time had contact with the Chinese.
http://www.etymonline.com/index.php?allowed_in_frame=0&search=japan&searchmode=none
How, when, and why English speakers adopt (or don't) natives own names (or name changes) for their countries or cities is an interesting question.
One can imagine the mayor of Firenze calling the cities of Beijing and Mumbai and asking, "Hey, how did you guys get the English and the Americans to stop calling you Peking and Bombay, and we can't get them to stop calling us Florence?"
"Send us the answer too", say the inhabitants of Munchen.
We are happy giving English names to a whole lot of places with no regard whatever to what the natives might foolishly think these places are called. Finland, that will do fine for Suomi. Sweden, much better than Sverige. Germany, obviously a superior name for Deutschesland. Japan, sounds so much better than Nippon. Switzerland, way better than whatever the heck you people who live there call yourselves.
Nor do we give a hoot what foreigners chose to call our geographies. "Angleterre", "bless you". "Inglaterra", "thank you very much". "Angliya" "no, I don't really fish much". "Londra", "no thank you, all my clothes are clean".
In some cases though, we are quick to adopt the latest shifts in native nomenclature. "Hello Sri Lanka, goodbye Ceylon", "Persia, you are now only a provenance for rugs, people come from Iran."
Then, in some cases, we get confused. "Is it Burma or is it Myanmar? I guess it depends on whether we like the guys running the place right now or not."
There seem to be no rules, so trying to figure out why we went with "Thailand" (this can't be what the locals call their country, I think it is something like "Prathet Thai") instead of sticking to Siam is a good historical mystery.
