*FIX* UNABLE TO FIND: Graphics/splash : You need to install RPG Maker VX Ace RTP. Here's a link to it: https://www.mediafire.com/file/ylni8yx7eidig8i/RTP_VX_Ace.zip/file
BUT WAIT THERE'S MORE !!! AFTER THAT, create a folder into the main game called "Graphics" then another one inside this one called, you guessed it, "Splash" (no commas). Go to the folder where you installed the VX Ace RTP (generally Program Files/Common Files/Enterbrain/RGSS3/RPGVXAce), go to Graphics/System (of RTP Vx Ace RTP folder) and select any of the images there, copy it, paste it into the "Graphics/Splash" on the main game folder (Close your eyes), name it Splash.png and you're good to go. My guess is that it's the title screen with RPG Maker, Enterbrain and their logos that's missing and so the game simply doesn't go (if you don't have the real RPG Maker VX Ace installed), so this solution works to playing the game only.
tl;dr: Create a folder called Graphics, then one called Splash, and inside that, add any image (hot women/a car/your dog) also called Splash.png (save it into .png format), all inside the Close your eyes folder.
ALTERNATIVE: Download my ready to play fix here, and extract it to your main game folder (Close Your Eyes), wherever it's installed.(NOTE: I do not know how long the file will stay online because I created no account at all and it says that after 14 days the "account" (the folder where the download is created on mediafire is) can be deleted, I don't know how that effects the link, but there you have it).
http://www.mediafire.com/file/n1hdtneg5gkvjdp/Graphics.zip/file