i think you mean start a new game so yeah. you just have to go to the menu in the beginning and instead of clicking on your saved file you go down where it says new game and click on it. beware though, in Pokemon if you start a new game you will lose all of your saved data so think before you do it
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Simple: L+R+Start+Select.
Trade from pokemon soul silver or another pokemon game
L+R+start+select at the same time
catch all the pokemon.
Soul Silver and Heart Gold.