Instructions
Select "Play Game" at the main menu and choose either "Create a New World" or "Load A Previous World."
Uncheck the box that says "Online Game" to play local split-screen or leave it checked to play split-screen with online capabilities. Select "Load" when finished.
Press the "Start" button on the controller of the player who is entering the game and select his Xbox 360 profile. Repeat this step to add additional players to the game, up to four total.