As soon as you fire up the game for the first time, you'll see a screen with three selections for you to choose from on the bottom screen of the DS. They are basically just showing you the controls, but since it's in Japanese, it probably won't make that much sense to you, so just touch the bottom option.

Afterwards, you'll see Prof. Oak and he'll release a Marill while telling you about the world of Pokemon. After more dialogue, he'll ask you whether you're a boy or a girl, and you'll see the two Trainers (male and female) on the bottom screen of your DS.

Select whichever of the two you want to play as and then hit Yes (the top option). Remember that Yes is always looks like that top option and No is always the bottom option. (It should be rather obvious most of the time though.)

You'll then be asked your name, so choose your name from the bottom screen (you might want to hit the ABC button to type it in English). You can only enter up to 5 characters for a name. After selecting that, hit Yes at the bottom of the screen.

Finally, Oak will shrink you down into normal size and you will actually get to begin playing the game!