This is a known problem, I will be putting out a patch today (if I can) or tomorrow. The issue is only on OSX and only on making a new game.
If you don't want to wait for a fix: Download this save file and places it in your Gamedir/Saves/ folder. Start the game and load the save, it's a save during the introduction. For some reason the game can't start new games but has no problem loading an existing save.