First you can change the First name of the girl by pressing O on the top selection

It starts you on the Hiragana alphabet.  The symbol with the white circle aura around it lets you go to English letters:

The highlighted word takes you to the Katakana alphabet:

After you've typed in the name and confirmed it, go to the second selection of the statistics screen.  This takes you to the same alphabet screens only you type in the last name here.

The third selestion of the Statistics screen takes you to the Birthday Selestion Screen.  Use the control pad up and down to change the month, and left and right to change the day.
Depending on the Birthday, your character will have a different Zodiac sign:

The Fourth Statistics screen option lets you change the Blood Type:

Lastly, the Fifth Option let's you change the father's profession. These professions are the same as the six from PM3:

Depending on the Profession, you'll start off in a different home:






I don't have all the homes here and I'm not sure of which Job has what house entirely...
 After one last screen where you confirm the setup, you see the Beginning Stories for each girl participating in the game and then you see the first landmark you are supposed to go to.
Then the game Starts!