Did Japan have any continental colonies before modern times?

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Kind of, but not as such. The closest to what you're probably thinking of is the nihonjin-machi that began to form in the Pacific around the same time as Europe's Renaissance. These were primarily mercantile communities, but later also housed significant numbers of samurais, Christians and other exiles from Japan. None of them survived after the early modern era.

The earliest of these communities appeared after the 14th century or so. They started to grow during the Sengoku era, gathering momentum especially after the nanban trade kicked into action in the mid-16th century. Critical war materials such as saltpetre had to be imported from overseas (principally China and Siam), but Japanese merchants also traded in other commodities such as ceramics or leather by exporting silver and weapons.

When fighting in Japan intensified after the 16th century, these settlements were also swelled by ronin, masterless samurai who typically became jobless when their employees were defeated and dispossessed. Some headed overseas to seek better fortunes, or out of inability/refusal to live or survive under their enemies' rule. This is particularly true after the decisive battles of Sekigahara and Osaka, wherein the victors gained nigh-unchallengeable hegemony over Japan. Additionally, the Tokugawa Clan, who achieved ultimate victory, banned Christianity, causing another exodus to these communities.

The most successful of these settlements was the Ban Yipun in Ayutthaya. At its peak it had a population of some 8,000, of which perhaps 1,500 was Japanese. The relatively large numbers of samurai provided the Ayutthaya government with mercenary forces and military expertise. Their leader Yamada Nagamasa also achieved prominence in the king's court.

In any case, these nascent communities were doomed by the Tokugawa Shogunate's sakoku policy. Cut off from the mother country (trade was restricted to the Dutch, and overseas travel was forbidden on pain of death), they were fully assimilated into local populations by the 18th century.

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Early Japan had close relations with early Korea. In eras before the dawn of really good and accurate history, those relations may have involved at least one Korean conquest of at least some parts of Japan and/or at least one Japanese conquest or colonization or overlordship over at least one part of Korea.

Naturally, nationalistic Korean and Japanese historians have argued over the evidence for decades and even centuries.

In a much more historical era Toyotomi Hideyoshi, the Japanese warlord, planned to conquer Ming China but failed in his preliminary attempt to conquer Korea from 1592 to 1596, and 1597 to 1598. But he did rule various regions of Korea for months or years.

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