That would depend on the game. For games ANB and before, you'd need to contact Natsume. If SoS and onward, then it'd be Xseed you'd need to talk to. I don't know of any specific spot to report bugs, though...you just have to go through their 'contact us' option or whatever they've got.
If it's an old game, don't bother. Companies won't fix something that isn't selling any more.
If it's a recently released game (under a year old) there's emails for each on the company websites.
Xseed does Story of Season: support@xseedgames.com
Natsume does Harvest Moon: 4service@natsume.com