Can't start a new game through the "New Game" option on the menu. It just closes when I pick "Yes" to "Sure?"

Picking "Continue" > "Levels" > "Welcome" Starts me at the bottom of a red slide in the pool rooms, with stairs that lead to a second floor you can jump to, a ledge you can use to get out of bounds, but no where else to go or advance

EDIT: To anyone having the same problem, the issue was I downloaded the "Keybind Test" version. Just make sure you download the full game version