Culturally, that's what going to an onsen is about.
Getting naked in Tokyo — A mini survival guide for Japanese hot springs
The Iwate prefectural government last year distributed posters it generated to help the public better understand those who use bathing garments for this purpose. I am the youngest one who will be taking 5 uncles and aunties to visit Japan. Users of the open-air bath are asked to wash their bodies beforehand in bathrooms in their rooms at the inn. Also in Blog Essential Guide to Tokyo: It's a great experience. You may wrap yourself in a towel as you move from one section to another, but do not bring your robe or towel into the pools. There's even a yearly competition on the best onsen in Japan see our article on Onsen in Kyushu.