Welcome to Pokémon XD: Gale of Darkness. If you need to check on generic Pokémon information, you've got a giant Bulbapedia full of info. Now, let's get started. Make a name for yourself (you may only play as a boy), and you'll be on your way.
You start out by watching the opening cutscene. Shadow Lugia and these shady guys in helicopters steal the S.S. Libra and leave the two pilots in the middle of the ocean with no supplies whatsoever.
Now you'll be partaking in a fight. You're Michael, a red-headed teenager, with a Level 50 Salamence (foreshadow?) against a Level 50 Metagross. Just use Earthquake twice and you'll defeat it. When the battle is over you'll find out it's just a hologram--no Salamence for you. You actually only have a Level 10 Eevee.
You live in a giant mansion/lab that works on Pokémon. Head to the room to the left to you to find your mother Lily and Professor Krane. Lily asks you to find your sister Jovi, and Krane tells you to find a P☆DA. If you don't remember or didn't play Colosseum, the P☆DA is your device with which you can check your Shadow Pokémon, Pokémon Viewed, Mailbox, and Poké Spots.
Now's a good time to explore the Lab and get a feel for the building. One of the rooms is your room (the room next to the one with the Plusle in it) and there's a P☆DA shining on the table. Grab it, and you'll get a preliminary e-mail from Professor Krane. There are also 3 Potions in the room. In the bottom-left room of the second floor is Adon hiding under the desk. Speak to him and he'll give you important information about where Jovi is. Leave the HQ Lab (by leaving the boundaries of the building, of course), and head for the question mark on the map to Kaminko's House.
Now that he's out of the way, he'll realize you're a child and apologizes. Enter with the building and listen to (or ignore) Chobin's ramblings. You'll find Jovi annoying Dr. Kaminko. Talk to Jovi and she'll temporarily join your party. Leave the manor, and head home.
Pokémon HQ Lab
The scientists have just finished the Snag Machine, a machine for snagging Shadow Pokémon.On your way out, you'll find Professor Krane being kidnapped. Quickly chase the intruders outside, and you'll see them preparing to run away. Go to them, and one of them turns around and fights you.
Simply throw a Poké Ball to Snag Teddiursa. Despite losing a Shadow Pokémon, Naps and the other two guys scram with Professor Krane. After a long cutscene with the family, they will continue work on their other invention, the Purify Chamber, without Professor Krane. They want you to get a Machine Part at Gateon Port. Jovi wants to be a pain and tag along.
As soon as you arrive, Jovi decides to make a scene and runs straight into Thug Zook without looking. Zook is a big tough guy with too much pride. Zook threatens to hurt you and Jovi with his Shadow Zangoose, which he releases in public, but before he can, he is stopped by Mr. Verich (someone who has won the favor of Gateon Port by providing free food and drink) and his two bodyguards. The blue-haired one (Mystery Man Ardos) sends out an Alakazam to defeat the Zangoose. The three people leave as Zook storms off, and Jovi thanks them, and then Verich turns around and says what just seems like an old-man ramble.
Head into the shop at the left of Gateon Port after running into Jovi's friend. Talk to the guy at the bottom-right, and you'll find he's an Eevee expert. You can give Eevee the:
Water Stone for a Vaporeon
Thunderstone for a Jolteon
Fire Stone for a Flareon
Sun Shard for an Espeon
Moon Shard for an Umbreon
Choose one and only one, and you can evolve your Eevee with it. Helpful, but not what you were looking for in the Parts Shop. Talk to the guy who just repaired the movable bridges, and he'll take you back to the Shop and give you the Machine Part you needed. Before you leave, if you want two more Shadows in your party, you can use the Bridge System to reach two other Trainers, one on a cliff and one at the top of the lighthouse, in that order.
There are still 2 battles you will want to fight before leaving.
The first Navigator Berk. He will engage you in a battle as you attempt to enter the Krabby building on the far right of the port, just north of the PokeCenter and PokeMart.
There isn't much to do inside of the Club. If you enter the building, go left behind the bar, and down the stairs. You will find a SuperPotion in the basement.
And if you want the TM45 Attract, there's another battle to help raise your Pokémon's experience. To find Sailor Bost, he is on the far left side of the port, go as far North as you can. He is standing next to the ship singing. When he asks if you have heard about him, say "no" and he will engage you in a battle, and award you TM45 as a reward for defeating him.
Still easy. Inside, talk to Makan (aka Perr's dad) and tell him everything. Now head back to the Lab.
Pokémon HQ Lab
Talk to Lily (on the second floor) and you can give her the Machine Part. Jovi will take it and bring it to the Purify Chamber. Lily will tell you to head to Agate Village. Now you're on your way to Agate Village.
The first thing you find upon entering Agate Village is a chest. Open it to get a Poké Ball, then ascend the ramp beyond. Your immediate goal is to reach Eagun's house on the highest terrace. Along the way, talk to everyone you meet to learn more about the town. Some of the residents will challenge you to a friendly battle. You can always refuse if your Pokémon aren't in fighting condition.
When battling in Agate Village, take advantage of the nearby Pokémon Center and ensure that your Pokémon are at full strength for every battle. Since many of the trainers here favor Grass-type and Bug-type Pokémon, Ledyba's Aerial Ace is fantastic to use against them.
Before heading for the high ground, follow the left path which leads to a hidden cave. Go inside to find a pair of chests and the Move Tutor. You can't use the Move Tutor's services just yet, but you can get a Poké Ball and Super Potion by opening both chests.
Go inside of Eagun's house and you'll meet Beluh, Eagun's wife. She'll say that she and Eagun have been expecting you. After a conversation, Eagun comes running in. He introduces himself and tells you to meet him at the Relic Stone.
Head down, and into the cave that leads to the Relic Stone. You will see a group of trainers (four to be exact) that you have to battle in order.
After beating them, you're let into the Relic Stone. By now your Teddiursa should be ready for purification. If it isn't, there's tons of Trainers in Agate Village to help you purify. Upon reaching the Relic Stone, Eagun will ask to battle to you.
Pathetic. Now you can purify Teddiursa, and, if you overtrained, Ledyba and Poochyena. Head back to Eagun's house when you're done and talk to Eagun. He'll tell you Vander knows some important information, and that he lives/works at Mt. Battle. You know what to do!
As soon as you arrive, Mr. Verich's red-haired bodyguard will arrive and give you a few words of wisdom and leave. And you didn't even get to know his name... Now head into the building and talk to the lady. She'll let you in. Now you've got to find Vander on the third platform of Area 1. Before you get there, though, you'll have to fight three Trainers.
Once you find Vander, you can finally get the information you wanted from him. He tells you that he saw a few Cipher thugs at the once-abandoned Cipher Lab, known to Colosseum players as the "Shadow Pokémon Lab". Now you can finally head there! Stock up on Poké Balls at Agate; you're gonna need them.