If you're receiving a scholarship (congrats!), it's a good idea to ask your school if they have a preferred bank for you to set up an account with. It might make the process easier :)

Most major banks should be able to set one up for you as long as you have all the necessary documents: passport with a valid visa, residence card, proof of address (such as a utility bill), certificate of residence, and personal seal (inkan). This may vary from bank to bank so it's a good idea to confirm with them what documents you need beforehand. The procedure takes a while, so make sure you have time. (Mine took over an hour!)