I've ushered enough tourists through Japan to become expert on answering strange questions about Japanese culture. Here are some of the most common:
Where are those people going? The ones in pajamas.
They're on an anti-insomnia mission. They're on their way to the "sento," or public bath. The public bath is a place where you submerge yourself in scalding water to scare out all the stress in your body. It works. After a hot Japanese bath in the evening, you don't even have enough stress to stay awake. Once your body is numb, it's much easier to sleep.