Cannot go BACK? What do you mean exactly? I'm pretty sure if you hit the B button you can go back or if you hit the plus button the menu will come up allowing you to go back. There shouldn't be any need to reset.
When you're actually playing wind and weather and such has an effect which it doesn't in the tune clubs part.
There is an in game tutorial which it sounds like you should do.
Did you get the Motion+ bundle? Because without M+ there's nothing special about it I'd agree.