You may accidentally make the Pokemon faint or you may get knocked out by going easy on the guy. If you really want to catch a Legendary Pokemon, you should save your game before attempting it. You can walk up to them and interact with them to initiate the battle. Most Legendary Pokemon are stationary on the map.
We'll try to prevent you from smashing your (3)DS with a few tips on catching these Legendary Beasts. Legendary Pokemon are among the hardest Pokemon to capture in any game.