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I decided to practice on english nes ROM's to see if I could make a script dump with the HxD
Alas, HxD, as much as I love it, is not an ideal tool for text editing and dumping. It can only display text in ASCII standard (check Wikipedia for the list of values for ASCII), and NES games, as KingMike (kind of) said, virtually never uses that standard. I can tell you that the text isn't compressed, because I've just found it, and now I'll tell you how.
First of all, Супергеройчик is right about that method: if you load the ROM into FCEUX and open the PPU viewer when the game starts, you'll see the current contents of the VRAM pattern tables. Hovering over the letter "A", you'll see that it's tile $4A, meaning that when the name table in VRAM has $4A, it will display this tile.
Now, download Tabular, the simplest and best table making program. Click on the 4A box and Insert->Capital English Alphabet, then save it as a TBL file. You can now load this file into the hex editor in FCEUX - but HxD doesn't accept TBL files. WH32EX does, however, so I'd recommend you download that.
Once you've loaded the TBL file into FCEUX's hex editor, you can see that it's working by clicking View->PPU Memory and scrolling down to $2000 (though you may have to scroll down a bit further than that). As if by magic, as you reset the game, the words on the right will appear before you as they appear on the NES screen. Where is it in the ROM? Well, change the view to the ROM file and search for something using the table - maybe "HIRYU" is a good start.
Hopefully you've found it now, and you can see what the value for a space is (since we didn't know what that was before). Try changing it, reset the NES and see if it worked!
This is just the beginning of course: play around with it and see how the game moves to the next line, how it decides when to end the text, and more. I'll leave you to it. Good luck!