This is why small kids don't need to explain Pokemon.

I mean if you want to go into legendary lore (which in itself is kinda ridiculous to try to link together)

Arceus is at the top, then it made Dialga to control time, Palkia to control space/dimensions, and Giratina to control the reverse world as a buffer for changes in time and space. It then made the Mesprit to give living beings emotion, Azelf to give living beings willpower, and Uxie to give living beings knowledge. That's all fact, if you want to guess what happens next you can then say that the lake guardians created Mew, which is where all other pokemon came from. From Mew there was Jirachi and Deoxys, both of them getting lost in space. Then you get the Weather trio which you can assume created the planet. Afterwards the Golem trio and their trio Master, which moved the continents.

Those are all the really supremely important pokemon. Any of the other legendaries have powers in different realms, but nothing as important as the above. Darkrai and Crescellia control dreams and nightmares. Lugia acts as the master of the legendary birds as well as the guardian of the seas. Ho-oh acts as the master of the legendary dogs and is the foreteller of good fortune. Manaphy's the prince of the sea. Celebi is just a time traveling pixie, Jirachi is a wishmaker that came from a meteor, Shaymin is a pokemon unique to Gracidea, Deoxys is a space mutation, Heatrans live in active volcanoes, the Latis are just unique because they're twins. These are all legendaries just because they're unique. They don't really have any real powers in terms of the creation of the world or whatnot.

The Unova legendaries are different in the sense that their exploits seem to be a lot more isolated from the rest of the regions and only apply to Unova and have no real impact anywhere else.

/nolife

tl;dr

I just don't bother piecing all the Legends together as being "connected". Far less hassle that way.