Do you mean when you get to the first whale scene? You have to press space to continue and get through the prompts before you can move the whale.
I did notice that if you don't have it in full screen, you can't see the tutorial prompts.
Oh yeah that's what was happening. I got it to work. Cool idea to play as an orca. Though I don't really know what the goal was. It didn't seem like there was an actual destination to the maze. Every path I went down was a dead end.