Oh, maybe it was too weird >.< Well, the background is that a Darkrai was bored and has somehow turned you into a pokémon, while enchanting a simple balloon with the powers of a strange crystal he found some humans studying.
But all you need to know is that you are now a pokémon and that you are free to do pretty much anything. Maybe you want to find a trainer and "go on a journey", or start a PMD guild with the other players or some NPCs, or run like crazy to find the balloon or the guy the mysterious voice belongs to... pretty much you play out events how you think your character would :) basic roleplaying. Some things will connect you to the others though.