How to start a new game of EarthBound.
Naming Your Characters
When you choose Start New Game, you will be asked to give names to various things. If you repeatedly choose "Don't Care", it will cycle through some default names for each thing. This walkthrough uses the default names, so I refer to the main character with the red baseball cap as Ness, the blonde girl as Paula, the boy with glasses as Jeff, and the boy with the top knot as Poo. Your dog is King and your favorite thing is Rockin, and your favorite food is Steak.
Once you are satisfied with your choices, choose Yep to start the game.