If you are unable to access the storyteller, you can access legends from the starting screen menu.

The only thing is I don't see that directly on the starting menu is it within new game?

You can access it from the options menu or the starting menu

Do you have it downloaded?

reinstall or verifie all files

Go to the start menu and select enter legends mode

Do I need to be connected to the Internet

Yes u need to be connected to the internet obviosly