As reported back on E3 weekend, you must first open the cheat menu before being able to choose Goro or Noob Saibot. At the options menu, hold BL+RN on Controller 1 (it can only be done with Controller 1), while highlighting the Continue option, until the Cheat Menu appears (while you're holding the buttons, you will first hear Jarek's laugh, then after a few more seconds, the menu will appear and you'll hear "Outstanding"). Then at the select screen, choose Hidden, and then choose Reiko using BL+RN for Noob Saibot or Shinnok with BL+RN for Goro