The sentence with "when" seems rather unclear. The sentence with "after" is potentially clearer but the tense combination seems faulty. If talking about the future, you can say "We should go there the day after you come/get back to Japan".
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Shanks8532 I take it that I should use "the next day " like, _I heard he went there, so the next day I went there to see him._Yes, that use of "the next day" is fine. However, you probably mean "I heard he had gone there ...".