Thanks for your honest feedback! I am realizing that it can be rather confusing going in and that the game needs to give more player feedback, so I'm working to improve it in that regard.
As for getting killed while having the menu up, that's definitely a bug so thanks for spotting it!
In the next patch I'll be adding text pop-ups when the player is near something interactable so they know it's something important. I'll also add the typical "accept" and "exit" to the menu screen so that the buttons to press are hopefully more noticeable.
I hope you'll give the game another shot!