Now that's strange, I wonder if its to do with the controller... hmmm?
Could you move up and down in the menu, but not hit any buttons?
Were you using a custom controller setup?
Sorry for the trouble, i hope you had fun went it did work.
If it does happen again, the game creates a file called 'RWBY_CONFIG.ini' this can be opened with notepad... Id love to see what its saying.
PS deleting that file resets the game to default, so that might save time if it happens.