As a kid, I'd say, in Diamond, entering Canalave City for the first time. It was small, simple, the music was amazing... and then I discovered the library. Honestly, I spent so much time poring over the myths and legends there. I'd even turn on the game, fly to Canalave, and just go into the library so that I could read them while I listened to the music. Because I spent so long there, Canalave actually became my favourite city in all of the series. Whenever I visit Canalave whenever I replay the games, it always feels like I'm coming home.
Then there was that climb up Mount Coronet. Once again, thanks to the music. There was just such a sense of urgency that I felt like I needed to hurry; to get to Spear Pillar as soon as feasibly possible.
Similarly, also in Diamond, it was reaching Victory Road for the first time. I was wondering why the music didn't kick in immediately, and when it did... I realised suddenly that my journey was coming to an end. That was a feeling I hadn't experienced in any of the prior games. And honestly, I found it incredibly sad. There was a sense of finality I'd never experienced.
Another music-related thing- in SoulSilver this time. I'd like to establish that, at that time, Gen 2 had been my most played Generation, so I was very familiar with the music and everything. I fought my first trainer, not expecting anything entirely special, considering I'd heard it all before. But then I reached about a minute in, and just had to pause and take it in. The buildup at that point honestly was chilling to me. In fact, I have to admit, whenever I fought anyone in Johto, I would always delay finishing the battle, or simply just pausing and taking it in just so I could experience that same thrill.
Truth be told, I don't actually have too many memories of either of those two games from when I was young, and they were first released. However, when I Nuzlocked the first part of SoulSilver and Platinum (note- playing Platinum for the first time), both runs gave me so many amazing memories of those journeys regardless.
For SoulSilver, it was the apprehension of starting a run I didn't believe I could complete. There was defeating Whitney with no deaths. Losing my first Pokemon. Having little faith in my Slowking, Morpheus, because of his Jolly nature, and being pleasantly surprised by how amazing he was. Finding my shiny Fearow, Osiris (and later finding my shiny Victreebel, Isabelle, in the same file), after having lost one years ago. Giving up Morpheus because my Lapras, Leviathan, played a role that he could not. Sacrificing a Weedle to heal Leviathan against Claire, and having his life saved because of it. Getting a Dratini, and my counter agaisnt Lance. Grinding for ages with Voltorb Flip so that I could get Ice Beam. And finally, sweeping the league and completing my first Nuzlocke run.
And for Platinum- the time I forgot to save, turned off, and ended up minus a Shinx. Deciding to bend the rules because, come on, that was just me being careless, and catching a new Shinx with the same gender and ability. Using a Geodude to tank Mars. Sweeping until Cycling Road, when I lost my Staravia, Sharla. Finding a Gible. Catching a Ralts, and losing it as a Kirlia, only to get a Scyther. Grimm immediately joining my team and becoming an utter powerhouse. Finding Quinn the Houndour. Returning to Canalave. Losing my Rampardos, Maul. Fighting Cyrus, and promptly losing said Shinx, now a Luxray named Six Stars. Being scared for Quinn against Lucian's Earthquake Bronzong, only to realise my Garchomp could learn Fire Fang. Going onto the League, and having my starter, Stratus, survive an Earthquake with 2HP- and sweeping the rest of the team, just clinging to 2HP.
Even taking this into account, however, my favourite memory in general in Gen 4 was facing Cynthia for the first time in Platinum. I'd always tried to get to her when I was a kid. Always failed due to using just a level 80 Torterra. I'd heard so much about how difficult of a Champion she could be, and though there were rather mixed opinions on this, Platinum seemed to be more dangerous. So naturally, with the Nuzlocke rules, essentially going in blind, I was nervous. Honestly, I was shaking a bit, stressing out. That, then hearing such intense music, knowing what stakes there were made that battle so much more incredible to me. Even if I wasn't young then (that run finished last October), that battle and my victory became my favourite Generation 4 memory.