It's interesting that it doesn't work in WebGL build but does with Windows.
The "Press Anything to Start" message is a bit unfortunate when playing with a gamepad, I admit. Given more time I would have liked to work on localising the tutorial text to keyboard or gamepad depending on which one you had plugged in, but ultimately we were working right up until the deadline and controller support was always something we considered a "nice to have" rather than a true essential.
Unfortunately, the other two issues are really more of the same. Being able to buffer movements before the player takes control of Urist is something I have been looking into for a while now and I am still looking for a solution that I am satisfied would function how I would like. A "pause" menu with some options like you described was again something that came up in our discussions towards the deadline but didn't go forward due to time constraints.
Essentially, I have a bunch of things that I would like to go back to and tidy up! I hope you were able to have fun with what was there so far and hopefully one day it will feel a little more complete.