How to hide the menu bar

This is a side-mission: there are several payphones throughout Arkham City, which have a random chance of ringing when you get close. They will be called out on your HUD. If you reach one in time (you can't be in combat, though it'll wait for you) you'll be able to advance the mission. If you miss a ringing phone, you won't be penalised; however, during the mission, you may have to pick up a phone before a timer expires, and missing this phone will penalise you.

As a hint, there's one Batman villain whose modus operandi involves making an innocent choice that leads to your inevitable demise/release. He also appeared in Arkham Asylum.

Before completing the game, you can only change skins in the challenge rooms, after completing the game you have the chance to pick your Batman skin before loading your normal game or new game plus.

Edit: You can change skins before completing the game by entering this cheat code, I don't know if disables achievements/trophies or not, though

Press the following combination on the Main Menu screen (after you have selected your save slot):

• Left, Left, Down, Down, Left, Left, Right, Up, Up, Down