On the 3DS for SoulSilver.
When you are at the Title Screen with Lugia and 'Pokemon SoulSilver Version' up the top, do the following combination:
Up + Select + B
And do everything the game wants you to do from there.
Hope I helped. :)
Source and Experience. :3
Select+B+Up is how you reset the game
When you are at the main screen (where Lugia is swimming) press Up, Select and B at the same time. It will then come up with a bunch of boring stuff until deleting the game (will take 2 mins ish). You then select New Game and there you go!