I don't think anything is region locked like this, with the possible exception of the Chinese and Korean releases. There were a handful of US releases that lacked wifi play but later got it in Europe and Japan but I don't think any lacked local play and got it later.
For some games where you can set names then if something comes from a Japanese release it might have odd characters in the name. Similarly some minigame collections varied a bit between regions (Clubhouse Games/42 all time classics and the original Japanese version being the more noted example) so you might lack some options there.
Either way you should be good. All the big games should be fine, and anything that does not work is probably a strange edge case.