First you start a new game and then just save over your old saved game.
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make a new file and save it
Start a new game and when you save it will say that there is another saved file do you wish to replace it? Click A on yes. The other file will not be there but your new one will. Note: You can not have two saved users on Pokemon Emerald or any other game of Pokemon for GBA or GBA SP or Nintendo DS.
It is not possible to change the in-game region on Pokemon Emerald. Each Pokemon game is coded to be set in only one region. This means only data for the Hoenn region exists in Pokemon Emerald. Pokemon Gold, Silver, Crystal, HeartGold and SoulSilver are the exceptions as they are set in Johto and Kanto.
go to the home menu then go to other then press delete save data then it will say OK are you sure? press yes it will say all of your saved data will be earsed is that ok? press yes then it will be deleteing it then it says your data has been deleted ( PS all i have is Pokemon mystry dungon expores of sky o_0)
According to Bulbapedia Missingno is a "Glitch Pokemon" so it does exist but if you do find out how to get it it can potentially wreck your game by disrupting saved game data, so I wouldn't risk it