There is much arguement between whether it was when Majin or sometime before the world tournament saga as stated in manga.
I think it's before, as when you first see it it doesn't take the usual 15 episodes to transform.
It's funny how there's a 'How to I go ssj?' thread just below this. If you want to use Gogeta, you have to put it in the right characters folder (The model that is) depending on the character (probably SSJ-Goku).