How to return to main menu?

So I'm on my first handheld, so please bear with me.

I've been playing for a few hours and closed the game on my emulator by accident. When I opened it up, it loaded a save state from hours ago. I had been saving the game in-game, not using save states. Is there anyway to get back to the main menu of the game and load a save through the in-game prompts?

thanks