In addition to loading the sound and graphics data, the game will need a few seconds to prepare some fractals used in the scenery, so please be patient.
The colored horizontal bar at the lower left in the introduction screens shows the current speed settings of the game. The red part is the minimum amount of time per animation cycle the processor is given to take care of other things. The total bar, i.e. red plus yellow, represents the minimum amount of time an animation cycle is allowed to take.
Press A or S to decrease or increase the red time and Z or X to decrease or increase the total time. Default values are 20 ms for the former and 100 ms for the latter, which feel OK on a Sun SPARCstation 4, but you may need to tweak and tune them a bit to make the game run optimally smooth on your machine -- especially if it has a slow processor.