I believe this may be an [East?] Asian thing; not just Japanese. I know that Koreans also put great emphasis on blood types[1]. One of the first questions you can expect to answer when meeting new people is "what is your blood type?"
As a westerner, I really find cultural elements like this fascinating.
(edit: I should have read the opening sentence before commenting; sorry about that)
[1]: http://www.koreanwikiproject.com/wiki/index.php?title=Blood_...
