In Pokemon Sun and Moon, players are allowed to have only one save file. For your character, you can only have one save file as well, meaning you can’t keep multiple save files for that one character. If you wish to start the game over completely from scratch, you’ll have to delete your previous save data. This isn’t as straightforward as it sounds. When you boot up the game, the main menu only allows you to continue from your previously saved game.
To delete your save data, boot up the game first. When the game’s intro movie is playing, hit the up button on the d-pad, and the X and B buttons at the same time as well. Once you hit all three buttons at once, the intro movie will skip, and the game will ask if you would like to delete all your save data. Select ‘Yes,’ and your save files will be wiped. You’ll then be able to start the game again, and create a brand new character and save file. Do take note that you won’t be able to recover any deleted data.