Thank you for the report. I've updated the game to the latest version, the game still "freezes" as it loads in all the assets, but I've made it so it loads it all on a Loading screen. The moment it is done, it will proceed to the main menu, at which point you should experience minimal loading.
I'm still working on optimizing texture loading.
With regards to the mouse cursor, I disabled cursor locking in the latest version, but I'll look into making sure there's nothing else at play here.