On your very first play-through, the game menu image will persist for about the first couple lines of dialogue - but on every subsequent play-though, the game menu will vanish properly as soon as you start the game.
I'm sorry about this - it seems to be a bug caused by the way the screen redraws at this bizarre resolution I decided was thematically appropriate for the game - had a few other folk look at my code but we can't find a way to stop it yet. I'll release an update if I can fix it.