Like all the Pokémon Mystery Dungeon games, the game starts with a personality test to determine which Pokémon you are. Once you have completed the personality test, you will be asked to choose a partner.
Your partner may be any of the 9 starters at the main games, or Pikachu. Your partner should be chose carefully to cover as much weaknesses your starter has. For example, if you chose Squirtle, his weaknesses are electric, and grass. A grass type will protect you well from both, but if you want to go for the offense, grab a fire-type assist and hit the road.
After choosing a starter and a partner, you'll be thrown into the world of Pokémon, and wake up in Tiny Woods.