Here's why:
* Mystery Gift doesn't impact your save data: It's a separate feature designed to receive gifts like Pokemon, items, or even special events.
* New game saves are independent: When you start a new game, it creates a new save file. The Mystery Gift you received won't carry over to the new game.
However, keep in mind that some Mystery Gifts might be time-limited or tied to specific events. If you miss the window for those events, you might not be able to receive them again.
So, feel free to start a new game after using Mystery Gift! It won't affect your new save file.