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Is there any difference between the phonemes /p/ and /b/ in Japanese ?
In English, they are pretty distinguishable.
E.g: 'Bat' and 'pat'
In Japanese, however, I get lost trying to tell which is which.
For instance, the Word 'Bushido (武士道)' Though -as shown in the romaji- it clearly should be pronounced as "buu" "SHEE" "doh",I often hear natives using the sound /p/ instead.
I assume you mean "what is the difference in pronunciation between Japanese /p/ and /b/?". English and French also have /p,b/ but the physical realization of that contrast differs. French has what is called "true voicing", that /p/ is an unaspirated voiceless stop and /b/ is a voiced stop, whereas in English, /p/ has disparate realizations as [pʰ p̚ p] and /b/ has partially-overlapping realizations as [p bp̚ b] – the phone [p] can come from /b/ or from /p/, depending on context. In utterance-initial position, /p/ → [pʰ] and /b/ → [p], which often causes problems for English speakers learning other languages.
Japanese is a "true voicing" language, but in initial position it actually trends towards being an English-style aspiration language, see this article. Looking at word-medial stops, the voiced ones are frequently prevoiced and the voiceless ones are unaspirated. But in initial position, the expected vocal fold vibration difference is not as viable, and the contrast is phonetically enhanced with a pitch difference. What this shows is that the traditional taxonomy of languages as "aspirating" vs "voicing" is wrong, instead one has to pay attention to all of the contextual details of how sounds are realized in all contexts – Japanese has properties similar to aspects of supposedly completely different French and English.
It is because in English (and in other Germanic languages) the main difference between the phonemes /p/ and /b/ is that /p/ is aspirated syllable-initially, that is, pronounced with a puff of air, as /pʰ/ which makes it strong, while /b/ lacks any aspiration and sounds weak.
In Japanese /p/ and /b/ are also different phonemes, but the main difference between them is of a different nature than in English: in Japanese /p/ is voiceless and pretty quiet while /b/ is voiced and rather energetic, which means if the vocal cords vibrate it is /b/, it the vocal cords don't vibrate it is /p/.
The English phonemes /p/ and /b/ also have this difference in voicedness in addition to their difference in aspiration, the English /p/ is also voiceless just as the Japanese /p/, the English /b/ is also voiced as in Japanese, but in English this voicedness is secondary, the primary feature one pays attention to in order to tell English /p/ from /b/ is the presence/lack of aspiration. In Japanese voicedness is the only distinctive feature of /p/ and /b/, it is only by learning to tell by your ear if the sound is voiced or voiceless that you can tell Japanese /p/ from /b/, and also /t/ from /d/ which have the same difference in voicedness. Now that you have just begun studying Japanese, you still try to tell /p/ from /b/ by using your English habits and criteria, so hearing no aspiration after the first consonant in 'Bushido (武士道)' makes you assume it is /p/, and that is wrong, because in Japanese you have to forget about the aspiration, in fact only the presence or the lack of voice makes the difference.
Japanese is not unique in that, most European languages also distinguish /p/ from /b/ by voicednes, not by aspiration, for example, French, Spanish, Portuguese, Italian, Romanian, Latin, Hungarian, Finnish, all the Slavic languages are like Japanese.
