When You start up SSX, you will see the opening movie. After that there is the starting screen with a voice saying "Welcome to SSX." Press start to continue.
World circuit is the mode where you unlock things: 7 stages, 6 races, 6 showoffs, and a warmup mode.
Rip it in a season-long duel against the world's best boarders. There's only one winner so you'd better be ruthless.
This is the multiplayer mode. you can do everything you do in world circuit (except unlock things) and you can do Freeride. Freeride is the only mode where you can play untracked.