This can sometimes (though rarely) happen when the graphics card in your PC is incompatible with the game's operation in full screen mode or with custom mouse "cursors".
Though the following can be a little tricky without a mouse…
- Try deselecting “Full Screen” in the game’s “Options” menu.
- Try deselecting “Custom Cursors” in the game’s “Options” menu.
If you move the mouse after starting the game you should see see the menu options highlight as the (invisible) mouse moves over them so that you can tell when to click to activate a menu.