How to access Advanced Options in GRUB?
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Immediately after the BIOS/UEFI splash screen during boot, with BIOS, quickly press and hold the Shift key, which will bring up the GNU GRUB menu. (If you see the Ubuntu logo, you've missed the point where you can enter the GRUB menu.) With UEFI press (perhaps several times) the Esc key to get to the GRUB menu. Sometimes the manufacturer's splash screen is a part of the Windows bootloader, so when you power up the machine it goes straight to the GRUB screen, and then pressing Shift is unnecessary.
The timing when to press the left Shift key can be tricky, so sometimes if you miss it you need to try it again. If that doesn't work try the answers to I can't get the GRUB menu to show up during boot.
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From the GRUB screen select Advanced options for Ubuntu and press Enter.
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A new purple screen will appear showing a list of kernels, which includes options of booting the kernels normally or in recovery mode.
From: Grub2/Submenus:
The submenu feature was introduced by Ubuntu in GRUB 1.99. The default submenu title is "Previous Linux versions" and appears immediately below the first kernel menuentry (and its associated recovery mode option, if enabled) in the main GRUB menu.
So if you are a fresh install and don't have a previous Kernel version to boot to the sub-menu Advanced Options may not appear.
If this is true in your case, after a Kernel Update the sub-menu will appear.