Grub Menu doesn't appear when pressing SHIFT

The issue is solved by modifying the parameter GRUB_HIDDEN_TIMEOUT in the /etc/default/grub file (need to be super user to modify it), and (as always to apply configuration changes made in this file) running sudo update-grub.

Changing the value from 0 to some positive value allows to enter the GRUB menu by pressing Shift during boot.

For those not familiar with updating your GRUB settings:

1. Press Ctrl+Alt+T to open a terminal.
2. Run gksu gedit /etc/default/grub.
3. Change the GRUB_HIDDEN_TIMEOUT line as above, save it, and close gedit.
4. Run sudo update-grub. You can now restart.

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If you want from the GUI

To open the terminal:

Open Dash (Super Key) or Applications and type terminal

For older or Ubuntu versions:

Applications -> Accessories -> Terminal

Then type the command gksu gedit /etc/default/grub

and then change the value in GRUB_HIDDEN_TIMEOUT as above.

Save it and close the editor.

and run sudo update-grub in the terminal.