It's probably some button combination that must be hit either on system startup or when the game is in main menu.
For Super Mario World it's L+R+A+B+Start+Select
For Advance Wars it's L+Select+D-pad Right
The game is from Hudson Soft, so it might also be like in their Mario Party Advance: press both L+R when viewing your save profile (in Mario Party Advance it's "passport", if there's any screen like it).
If any of these do not work, you should try checking out if someone is selling the game manual pdf, and either buy the manual or ask the seller if he could check if the manual has instructions how to erase data - they usually do.