Are you on Linux without a compositor? satania-buddy is essentially a 3D full-screen app with a transparent background, so it requires a compositor. While I might work on making the app run without a compositor in the future, that would involve creating a software renderer fast enough for polygonal rendering.
If you're on Windows, could you try clicking somewhere else that's not Satania? Sometimes this happens to me, and clicking elsewhere usually restores the transparent background.
You can access context menu in the tray icon. Or you can delete her config file manually in either ~/.config/satania-buddy (Linux), or C:\Users\<Your acc name>\AppData\Local\satania-buddy (Windows)