On the title screen, press Up, Select and B together.
This will permanently delete your file.
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To delete a saved game to start a new game on the title screen hold up+select+B and it will ask if you want to delete the save file.
just start a new game. there will be a warning, just ignore it and it will delete the file as soon as you save in the new game.
make a new file and save it
Click new game at the menu