Beware: an ambush awaits!
If your Pokémon is wounded, get it healed in Cherrygrove City. When you head towards New Bark Town, you'll be ambushed by a mysterious trainer who got his hands on one of Professor Elm's Pokémon: Totodile if you chose Cyndaquil, Chikorita if you chose Totodile, or Cyndaquil if you chose Chikorita. Since your rival's Pokémon will always have the Type advantage, you'll need a good plan or a high level Pokémon to win (equipped healing items help too).
Be advised: even though your rival's Pokémon has a type advantage, its level is only 5. By this point, your starter Pokémon should have leveled up a few times, which should be advantageous for you.
Bring the egg to Professor Elm
While the police investigate the theft of the Pokémon (and give you a chance to name your Rival), give Professor Elm the Egg. As you leave, his assistant will give you your first Poké Balls. You can now buy them in Cherrygrove City and most other cities as well.
The Bank of Mom is now open
You may want to stop by your home and leave some of your extra cash with Mom. While you're on your journey, your mom will help you save your money if you want her to. This keeps you from losing it when all of your Pokémon faint (the money in your possession is halved, but the money Mom's holding is not). You can even set it up so she'll automatically take a cut every time you earn money from other trainers. You can also bank by phone—just give her a call! Your mom loves to shop, and she will call you when she's purchased something new. Sometimes she buys helpful items, like Potion or Repel, and sometimes she just buys decorations for your room. Your mother can also buy a rare Moon Stone.
What now?
The first step of your quest to become a Master Trainer is conquering the Gym in Violet City and earning the Zephyr Badge. Assemble a party of Pokémon and head back to Route 30, then continue on to Violet City. Detours along the way, like Route #46 and the Dark Cave present great opportunities to catch rare Pokémon.
If you're new to the Pokémon series, a guy on Route #29 will show you how to use Poké Balls. If you're an old pro, just start using the balls you got from Elm's aide, and then head to Cherrygrove City for more. At the very least, you'll want to catch a flying Pokemon like Pidgey.