Yeah for GPIO, that's not really the board you want. You can of course remove the daughter board from the mezzanine connector but the connector (made by samtec) isn't really for gpio either. I actually have the breakout daughter card that converts the HSMC mezzanine connector to the the Santa Cruz connector.
http://www.slscorp.com/pages/hsmc_e-gasket.php But I'm guessing you don't want to buy any further pieces after spending $500.00 on the NEEK.
Anyway, there are still plenty of fun things you can do without the GPIO. The truth is, it's so easy to get something more complex up and running (like Ethernet for example) that doing the GPIO is almost too remedial of a first step.
However, the first thing I did with my board was write a little NIOS program that printed out status over the JTAG UART while writing to the blue LEDs on the main board. This was a simple enough test to prove I at least had things working well enough.
Jake