This is mostly trial and error junk, I'll list what I don't know in a second. Here's basic pictures to get you through, haven't really played the game myself so I don't know what after clicking on story and whatnot.
Main Menu: http://img84.imageshack.us/img84/7662/mainmenu0.png
2P Menu: Sorry no 2P menu yet, I haven't gotten another controller atm.
Local Multiplayer Menu: http://img121.imageshack.us/img121/7331/localmultimenu.png
Various Options Menu: http://img197.imageshack.us/img197/2324/variousoptionsmenu.png
List of the things I noted;
Pause menu Resume Restart (L+R+Z on GC Controller) *Settings Combo List Back to Character Select Screen Back to Main Menu
Training Mode Settings What the computer does (List at $) Block On/Off Off by default HP Recover On/Off Off by default Chakra Recover On/Off On by default %u30AB%u30A6%u30F3%u30BF%u30FC%u30D2%u30C4%u30C8 Kauntaahitsuto On/Off Off by default HUD On/Off On by default Attack Data On/Off On by default Latent Ninja Powers On/Off Off by default
$ List of Comp styles IN ORDER GOING RIGHT FROM THE DEFAULT starting with default: Stand, Jump, Throw, KnJ, Tech Roll, ?, Con Levels 1-4. (I didn't see an option for 2P, might be because I don't have a second controller)
Main Options Menu
Gamecube Controller Rumble On/Off 1-4 pads Wii+Chuck Rumble On/Off 1-4 pads Wiimote Solo Not sure 1-4 pads Sound Options This seems to be a place for collectibles Same as the previous.
--- Call me Napman1 PSN: Napman_1 N:CoNR3 2493-4531-2023 More Friend Codes in my quote.
Aw, poo GFAQs doesn't support katana... Well that's what the option says in Training, I can't figure out what it'd be. Also I played a little with the default character if anyone has questions go ahead and ask. NO I DON'T HAVE INO UNLOCKED. --- Call me Napman1 PSN: Napman_1 N:CoNR3 2493-4531-2023 More Friend Codes in my quote.
The one you can't read it s Kauntaahitto. The small tsu (it's not a regular tsu) makes the next consonant into a double consonant. It reads Counter Hit =) --- Everything that blooms will one day wither - Orochimaru My dreams are of the past, and they'll remain so forever - Sasuke