Cresselia appears in the grasses of Sinnoh (like the three Legendary Dogs and Mespirit), but only after you go to Full Moon Island. To get to Full Moon Island, you must get the National dex, and go to Canalave City. You must then search for the guy that takes you to Iron Island's family. Next, go to his house, and talk to his son, who is asleep, and having a nightmare. Then, talk to the sailor's wife, and talk to him after. He will then take you to Full Moon Island.