Well, I'd recommend playing around a bit in training mode to find the dudes you get the best feel for, or just picking the guys you like best, then hitting the challenge mode with them. Ten trials each, going through special moves and basic combos. It won't make you a pro in no time, but it's a great place to start.
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I like how each new topic you make reveals such varied facets of your idiocy. - foolmo
Now this is entertainment!