Pokemon Fushigi no Dungeon: Magnagate to Mugendai Meikyuu

ポケモン不思議のダンジョン マグナゲートと∞迷宮

A boy awakens to the sound of someone crying for help. Looking around he notices he is on a body of water. Upon looking at his hands, he realizes he has been transformed into an Oshawott. He panics, and then finds himself plummeting toward then ground. He then wakes up again to find himself in a forest, with a female Pikachu leaning over him, asking if he's okay. (Source: Bulbapedia)