The first time you play the game, you cannot skip the cutscenes of the first screens, you'll be able to do so after your first save.
For now, all you have in the menu is New Game and Nintendo WFC. Unless you want to change the settings, pick New Game, and the personality test will begin.
As you probably guessed, like the previous games, you are a human turned into Pokémon, so the personality test is there to determine which Pokémon you are.
After answering the questions you'll be asked to touch the touch screen to have your aura analized (you can touch with the
if you want). You will be told which aura color you have, and which Pokémon you are.
Right after that, Chapter 1 will begin.