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Start by downloading Pokemon Online, making a team you like and playing OU there, or playing wifi battles with your in-game team.
That way, you'll learn how to get raped, and what are your real flaws, as well as learning which pokes are good. Some pokes you like may actually be really good in battle, and some others may be real ass, but I think the first step into competitive battling is getting your ass handed.
Bulbapedia's articles on EVs and IVs are pretty helpful, and PO/PS make pretty clear what their importance is in a pokemon's stats.
Oh and I'd suggest playing unrated. That way you wont feel like shit every time you lose, and you'll have the will to fight and lose and keep on it.
