Hey there!
Game starts with SFW ON, you have to click it either in Start Menu or in Main Menu. But if you saved the game with NSFW ON, it loads NSFW automatically each time, until you change it back to sfw.
Selector states in what mode it is currently. Also when you change it to NSFW background graphic in Start Menu changes for more nsfw as an indicator!
If something still isn't clear, feel free to ask!