My 2004 Honda XR200 has not been running for a while now, and it's having a problem of the engine struggling to stay alive after ignition. What should I do?

I have a 97 olds achieva and the headlights stay on all the time. It's just how the car works..

Most likely cause of not selecting a single gear is a bent shift fork.
Shift forks in motorcycles are what pushes the gears in and out on the shaft to engage them. Rough shifting or missing gears can sometimes cause them to bend.
Replacing them, however, requires removing and completely re-building the engine as the shift forks are right inside.
Alternatively it could be a damaged shift drum, but again it's a case of remove engine, split motor in half and have a look.
For a look at the gearbox itself, go to http://www.boltonmotorcycles.com/find/unit/8488
and select 'Transmission' and 'Shift Drum/Fork'

my honda xr200 suddenly stop the when runnning & need start again always engine stop when running what is the cause??

Here is a video which shows how to repair your Honda Lock if its jammed....

.002" on the intake, and .003" on the exhaust valves (engine cold).

check\replace spark plugs, wires, cap, rotor, air filter and fuel filter fi you arent totally sure there in good shape since they are maintenance items anyways. any check engine codes?