I had this problem the first time I played too. What you wanna do is:
Go into "PKMN Storage" in the PC.
Push up on your control stick twice, and press A. This should open up your current team.
Deposit the Pokemon you don't need in your team, and withdraw as many Pokemon as you want. You will always have at least 1 Pokemon in your team, because the game will stop you if you try to deposit it, saying "This is your last Pokemon!" or something like that.
General, if you're not using it, could I have the army for a few days?