If you want to play as SS4 Goku, it is simple(forget everything else you heard, i've tried it and failed miserably) First get all the characters by going right - left - down - up twice at the title screen, you should hear a beep of some sort.
After that switch the game on hard, then play the game with Goku(regular).
Normally with any other character you fight up to super baby, with Goku, you fight SS4Goku, after you beat SS4 Goku, you can select him in all the play modes.
Enjoy!
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