If you've never been to a Japanese onsen or sauna there is a protocol too follow. The first lobby is where you take off your shoes and put them in the small lockers. Don't go to the counter with your shoes on. There are vending machines where you pay based on what you want (regular, private room, length of stay...). Get a ticket there and hand it to the guys at the counter. They'll give you a key for the large locker, towels, and onsen wear. You'll also get flip flops which you should wear to be polite. In some places you'll see extra flip flops outside the toilet rooms. Wear them while you're taking a piss then put the other ones back on.
In general the guys who work there are friendly unless it's really busy at the counter. The ticket machine are bilingual. But they really hate it when westerners don't take off their shoes in the first lobby.