Many schools have concluded treaties with sister schools and recommended outstanding students to take part in the program of exchange students, in order to respond to the trends of internationalization and globalization in recent years in Taiwan. Moreover, the Ministry of Education of Taiwan also carried out many related programs to encourage exchange students to participate in or to practice, in order to improve their competitive advantages. Many schools in Taiwan ask exchange students to submit their reflections of their studying abroad experiences, but most of these reports are mere formality, or just a summary of their situations. It is difficult to know what the exchange students faced and how they adapt to the many shocks abroad. Exchange students usually have to face not only matters of life adaptation but also learning pressures, psychological stresses and culture shocks. In theory, exchange students usually have excellent achievements in academics, morals, and foreign language ability to be recommended by the school, which means that these kind of outstanding students usually have their own strategy in studying and life management. This case study is an in-depth interview concentrating on 10 female exchange students who were recommended by their schools to study in Japan. It integrated the viewpoints of “cultural adjustment,” “life adaptation,” “learning adjustment” and “other enlightenments” to analyze, and share this conclusion with the students and related staffs in schools.