This happens if the machine has been factory reset. The menu screen will usually say 'Insert Coins' at the bottom of the screen if this is the case.
To resolve this issue, press the black menu button. On table machines this is above the control panel, for uprights its above the screen. This will open the board settings menu. Select 'System Config' and press A. Credit setting should be set to 'Free Play' and ensure exit game mode is set to 'Hold 1P Start 3 Sec'.
Once the options are correct press player 1 start to exit and then select 'Save Setting' option. This will return you to the game menu and you should be able to select games normally.