Weird.... but I never tried GC games on Wii because I do have a GC. However, I could go to the main menu from the Virtual Console, pressing home bottom, but from the controler (I do not need the classic controller, because I do have 2 wireless GC controlers. Maybe the home bottom of your Classic Controler is broken? Try to press home with the remote. If you only have the remote and play GC games with a GC controller, then, no idea.