1. Go to career and go ahead City Park area.
2. There, go to Tutorial Warehouse. In front of the doors, there should pop up a sign where reads "(X) Enter Training" Then press X.
3. Now you should be in the Tutorial Menu, now pick the Pro Skater you wish to play in Career.
4. Then select any tutorial.
5. Now when you are inside the warehouse, head to the doors where you came in. There between the traffic cone and doors, should appear a text "Exit Training (X)" Now press X.
6. Now you are again at the City Park. But, as a Pro Skater.
7. Then you can go do goals or whatever you want to do

Sure thing is that you cant change clothes when you're a Pro Skater. To return the player as normal character, select Edit Skater in Your Room. Then select Default Look.