If you are trying to change regions for the first time, you must have 4 badges in the first region you play.
If you changed regions by mistake or simply want to go back to the previous one, you can get your starter pokemon and talk to the NPC Mom. She can teleport you back to the region you were previously in until you can reach the port city in the new region.
The port cities are Vermillion City in Kanto, Pastoria in Sinnoh, Slateport in Hoenn, Castelia in Unova.