EDITED 27/03 with new info, see bottom of article.
Thanks to my buddy Toothache for the heads up on this. A Dutch site insidegamer has posted a blue screen glitch is occuring in copies of Heart Gold. This is the result of the game being a fake copy of the game. The following is directly translated (badly) from http://www.insidegamer.nl/nintendods/pokmonheartgold/nieuws/29248/Intertoys-Pokmon-HeartGold-uitgesteld-vanwege-bug.html

News | March 23, 2010 – The release of Pokemon Gold Heart is under an employee of Inter Toys indefinitely postponed by an error somewhere. According Intertoys appears a bluescreen while playing. This makes it impossible for the game at all for the first time to start without error in the following image.

We can confirm that from my own research Heart Gold indeed an error on startup. The error message displayed stored data can not be read to the Nintendo DS and restart, the same message back into view. Soul Silver is doing as far as we have to test it properly.

We have contacted Nintendo Benelux, but they can not yet confirm this bug. At present there is still no confirmation from Nintendo on the postponement of Pokemon Gold Heart. We hope as soon as possible to get clarification from Nintendo.

Its scary how quickly fake copies of the game has come out, and that they are in curculation. Basically the copies use an imported ROM version of the game which breaks down on the cart, causing it to be unplayable (thus the message).

Basically be carefull where you buy your copy of HeartGold (or SoulSilver for that matter, although that’s not effected yet) – make sure its a recognised shop and you will be able to go back to it if anything goes wrong, especially on the Internet. Be very careful with Ebay, as that is where the fakes turn up quickly and easily. If your in the UK, Roy’s Toys is a good place to buy from, plus TPC visitors can get 10% off when pre-ordering by using the promo code TPC4EVER at the checkout, but you better be quick – the game is released Friday.

EDIT 27/3: as Sol has pointed out in the comments, it turns out this isnt a problem of fake copies (although fakes can and will cause the same problem). Nintendo of Europe yesterday posponed the release of the games in Netherlands and other dutch speaking areas, and recalled any early dutch copies as they are causing an error where they dont detect save files. All other languages do not seem to be affected.