You get the feat of strength for being in closed beta. See below.
"In celebration of a successful beta test, all players who were invited to participate in the Diablo III closed beta will receive the commemorative Feat of Strength, "One of the Chosen." For eligible players, this feat will appear automatically in the Feat of Strength list after logging in for the first time as well as unlock a unique sigil that can be used on character banners.
In order to be eligible for "One of the Chosen," you must have had a Diablo III closed beta license attached to your Battle.net account (it isn't necessary to have downloaded or logged into the beta itself). Please note that players who participated only in the Open Beta Weekend, but were not invited to the closed beta, will not receive this Feat of Strength."