there are older versions of the sky3ds cartridge... first being single orange button (had a 10 game limit)... then a blue button one (no game limit, can put as many roms on microsd as you want) then theres the newest sky3ds+ which has a dual orange buttons, this is the one you want as it will run all 3ds roms (more recent games added security checks that the original sky3ds couldnt deal with) as far as "headers" every game cartridge has a unique ID... so if you are playing an online game w/ the sky3ds and no private header , you will get banned. Obtaining a private header file involves being able to dump a 3ds cartridge you own (doesnt matter which one, any offline game) And using that game carts ID with all the online enabled games you want to play with the sky3ds. Think of it as game serials with pc games... only on the nintendo 3ds you can use any other games serial to play online (not game specific like pc), as long as no duplicates exist. All of this info is available on here if you look around By going the custom firmware route instead, you bypass all this header stuff, as you can install games right to the home menu, therefore using your systems unique ID instead of the individual game cartridge!
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the sky3ds+ is as simple as downloading 3ds rom files and putting them on a microsd card.. if that's what your after. It just gets more complex when you want to play online enabled games,