The samurai of Japan were less similar to European knights than many think. They do, however, both follow a code of honor. While knights follow chivalry, samurai follow the code of Bushido. Bushido is somewhat of a mixture between Confucianism, Buddhism, and the occasional moral obligation.
The training samurai went through during childhood was difficult and rigorous. Unlike knights, they were brought up in a school rather than living with their teacher. Similar to knights in some aspects, young samurai were taught to value things like poetry, philosophy, and chores as much as they valued physical training. There they learned of Kendo, Zen Buddhism, and Bushido.
Most likely one of the biggest differences between knights and samurai were the armor each wore. Instead of heavy steel plates, samurai donned smaller iron plates. Tied together with strips of leather and silk, their armor is slightly more aerodynamic. However, they become very heavy when wet.