The menu does get a bit tricky. You have to move both up and down and left and right to access all available options. The game is very clear what game you land on because there's a specific little sound that plays for each game. However the only way to find out what level you're actually on is to select it. The only exception to this appears to be Sound Catcher, where each level has its own music and is therefore easily identifiable. As for unlocking levels, you just have to keep completing the existing ones. Then you get a choice of two levels/games to unlock, one to the left and one to the right. Just center the one you want and wait for it and you'll unlock it. I've sometimes had to complete certain levels of each game several times to get the next new one.