Time for me to muddy the waters
J-knives are not necessarily thinner than Western knives. If you go for traditional single bevel knives like Usabas (vegetable) or Yanagibas (Fish) knives then they are actually significantly thicker than their Western counterparts.
I think the easiest way is to start at the beginning which is steel.
a) Forging.
Forging's main purpose is that it makes steel homogeneous. Up until 10 or 15 years ago steel ingots you would buy had all manner of casting flaws and air bubbles in them. A forged knife will still be less likely to have microscopic flaws in it than a stamped knife but the gap is much smaller than it used to be.
b) Steel composition.
The five main ingredients in knife steels are Iron, Carbon (Iron + Carbon = steel), Chrome (for stainless), Molybdenum and Vanadium (Hardening agents). Chrome massively increases the crystal structure within steel which makes it more brittle and harder to sharpen. It does make it shinier and close to rust proof.
Vanadium in particular reduces the crystal size and is the key ingredient for the Japanese 'super steels' the most widely known of which is VG-10.
Because carbon steel will always have a smaller crystal structure than a stainless steel it offers advantages in that it is both more ductile (flexible) that stainless and it will always be able to carry a sharper edge. It's like comparing a 1 megapixel camera to a 5 megapixel camera. No matter how many bells and whistles you put on the 1 MP camera the 5MP camera will always be capable of getting better resolution as long as it is treated right.
Carbon steel has significant disadvantages in maintenance issues. If you don't look after a carbon steel knife it will rust away.
c) Steel HardnessThis has more to do with the treatment given to the steel than the composition of the steel. Armour plating steel is hardened to 250+ Rockwell and has very similar composition to knife steels.
The harder you make a steel the more brittle it will become, although Vanadiam and Molybdenum will help reduce this problem.
The advantage of harder steels is that they allow the blade to be made thinner. whilst retaining similar amounts of strength.
High carbon stainless steels and carbon steel can be made thinner because they are more ductile and they flex more and snap less. Similar outcomes but a different path.
It is a complete myth that hard steels can carry a sharper edge than soft steels. All steel can be sharpened to whatever angle you want to put on it. Hard steels wear away slower and need to be sharpened less often no matter what angle you put on the edge. In practical terms there is a balancing act between how sharp an edge you want to put on your knife and how often you want to sharpen it.
Softer steels wear away quicker but are easier to sharpen. Hard steels will hold their edge longer but can be a complete PITA to sharpen.
d) Blade geometry
Different blade designs for the same type of knife give different features and advantages.
Taking the Chef's knife as the classic example you have the heavily curved German style and the comparatively straighter edged Japanese knives as two opposites.
From my experience the German design is maximised for ease of use and the Japanese design is maximised for cutting efficiency.
What suits you is whatever works best for you.
e) Handles
I hate steel handles with a passion and cannot say anything good about them.
I prefer wooden handles to plastic handles because I find wood easier to grip and less slippy than plastic.
As others have said the most important thing about the handle is that it should have a comfortable balance point because once you're pinch gripping that sucker the shape of the handle is mostly irrelevant.
f) What length knife should you buy
The short answer is to always use the longest knife that will do the job comfortably. I'd say 240mm/10" is about the minimum length for a chef's knife. I use an 11" Sabatier at work and I can use it as a paring knife if I have to. I used to use 8" and 9" blades but the amount of times that extra inch or two length in the blade has made a job easier is countless.