The previous answer was in fact incorrect... You cannot start a new game simply by going into the new game option. In order to prevent accidentally deleting a previous save file they made it more difficult to do.
What you must do is go onto the screen where you see ho-oh flying around hold down the up button, select and B simultaneously which will allow you to delete your previous file and you can then start a new one.
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You can't get the azure flute in Pokemon heart gold you have to trade it from an older game than heart gold. Sorry :(
Soul Silver and Heart Gold.
at the end of the game :)Type your answer here...
NTR-IPKE-AUS
if you mean "what Pokemon game is out in other places", than i guess heart gold and soul silver.