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I get the following error while starting the game.

I've followed your install instructions carefully. But the window just freezes.

My GPU is a Nvidia GTX 660.

OpenGL version string: 4.6.0 NVIDIA 390.87

It seems you have a previously checked out copy of first-light in your local-projects. If you temporarily move that to /tmp, then reregister the local projects it'll likely work. When there are two identical systems in local-projects, sbcl (and most other CLs) will get confused about which one to run. After you play the example, you can mv the original back.