OK, when it asks for the birthday, input your Birthday. Use the A button to change the date/month and B to confirm.
Once your Tama hatches, you have to name it. Use A to scroll through all the letters until you get to the one you want, then press B to move on to the next letter. Your Tamagotchi can have up to 5 letters in their name and once you've set it, you can't change it.