I meant any games that I can play on a Japanese Saturn, but Thank you for your suggestions. This is my first time owning a Saturn so I'm not sure what to start with. I decided to get a Japanese Saturn because the Japanese imports of the console and games are surprisingly cheaper than the American versions and I don't mind the games being in Japanese.
Oh, any Saturn games at all!? WELL THEN:
Shining Force III - Essential, some of the best games I've ever played
Panzer Dragoon/Zwei - Amazing rail shooters, some of the finest graphics on the system. The art and music in particular are phenomenal.
Sonic Jam - Best compilation disc ever, worth it for Sonic 3D World alone (kind of a proto demo for 3D Sonic). The Mega Drive games on this aren't emulated, they are actually ports!
Fighters Megamix - I'm not saying VF2 or FV because you can get better versions of them now on XBLA/PSN. Fighters Megamix is a great crossover game and a great celebration of AM2's franchises.
Sega Rally Championship - Probably the best racing game on the system.
Die Hard Arcade/Dynamite Cop - One of my all time favourite brawlers. Play with a friend and see how far you can get on just 4 credits.
Guardian Heroes - The best the best the best the best the best scrolling fighter ever. Also on XBLA which actually might be easier to play.
2D Fighters - Saturn was the king of 2D fighters, anything SNK and Capcom is usually a safe bet.
There's so many more I could list, but that should do you for now :p Any genres in particular you enjoy?