2 concerns:
1) Voltage and size: if the appliance is 110V, you have to buy a transformer which change 220V to 110V. The transformer size (Watt) must greater than your appliance, I suggest 1.5 ~ double size. For example, your appliance is 50W, you should buy 100W transformer, otherwise, it will burn.
2) Socket: the socket shape is different between HK and Japan.