If you're using a savefile generated from the demo, that may occur. Make sure the game says "EA 0.3.1" on the bottom left, if it does, when you finish at the gym it should just leave you on main street.
You can start a new game and use the autoskip to burst through the prologue and that should help confirm if it's due to an old save or not, but from my testing it appears to work without issue. Keep in touch, I'd like to make sure you can play!