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.
Once you have enough badges or reached the point in the storyline where you are able to reach the port city, the NPC Mom will no longer teleport you. The only way will be talking to the NPC Captain at the port.
The port cities are Vermillion City in Kanto, Olivine in Johto, Slateport in Hoenn, Pastoria in Sinnoh and Castelia in Unova.