Cheating in video games is really defined by the user.
As an Example, Some people look at Pokesav as Cheating, but others don't.
In this same way, as long as you aren't using something like an AR or a Gameshark, its up to you.
Some people may consider it cheating or hacking, but others won't.
But keep in mind, if you use something like an AR or Gameshark, it can easily screw up your game.
Honestly if you're just going through the game it shouldn't be a huge deal, as you can't really do competitive work with the Mystery Dungeon Games.