From what I've read, The Pokemon Games came out first.
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there to show where you just came from
Well. Pokemon came around in 1996. And the Manga to Yu-Gi-Oh! came in 1996 as well. But the Yu-Gi-Oh! tv show and playing cards came around in about 1998. (Depending on where you look. Some sources say 1997) So officially they were created at the same time.
If you mean in real life they came from Japan.the show game from japan also so it sucked though but others enjoyed
by migrating pokemon from your gba game
You have to migrate Pokemon from older games like Leaf green and Fire red. Then get them to your game. You will be able to enter the catching show. You can enter any Pokemon from the game you got Pokemon from.