The first time you play the game, you cannot skip the cutscenes of the first screens, but 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.
- For more details on this topic, see the Personality test page.
Like the previous games, you are a human turned into a 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 analyzed (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: A Storm at Sea will begin.