Nintendo DS save data is saved to the game card, not the console. For most games there is a button combination or menu selection to delete the save data. L+R+A+B+X+Y while the Nintendo logo is displayed will work for many Nintendo games.
If you are using an R4 or other flashcart, you can simply delete the file [ROM filename].SAV
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All game data is saved on the game cartridge itself. The DS does not have internal memory for saving game data - the DSi has a memory card, but also does not save game data to it.
You will have to delete any saved files for that game to reset it and start from the beginning. You can do this by accessing the memory section of the Nintendo DS.
On the start screen, press the button combination UP+SELECT+B. This will prompt an erase data screen.
You have to erase the game or press start a new game when the menu loads up. Hope this helps X
== == This varies from game-to-game. For some games you have to press a complex sequence of buttons, and on others there is an option to do this. Directions for doing this will be in the instruction manual.