How to skip the beggining tutorial?

It stands on the discribtion on RHDC https://romhacking.com/hack/shotgun-mario-64

Which R am i holding? and what part of the intro do I start holding the three buttons?

just hold Z, R and B until the tutorial starts and thats all lol

Hold Z, R and B, you can start holding it at any time before the text prompt shows up, just don't do it too late because sometimes it doesn't count, I usually do it after I hear the shot.