Firstly, there's two different things that I think you're confusing.
Sprites: Are normally 64x64 images of the people (like your avatar)
Overworlds: Are the little player avatar you walk around in, in game.
This is sprite editing. You need to change the default sprites to your own "Jesse and James" sprites. There are tutorials for changing intro sprites, trainer sprites and overworlds. All need changing to achieve this effect.
Hi, you will have to make custom scripts based on the missions you want. There's a script help thread for all of your script help needs in the beginner's lounge. I suggest reading a scripting tutorial first, and attempting to do what you want to do.
When you get to the parts where you're not sure what to do, write in words what you want the code to do there. Finally post this compilation of script/words in the script helping thread and I'm sure you'll get a lot of reliable help.