When I start the game for the first time, it displays the Unity splashscreen, the JennRaye splashscreen, and the "press any button to start" screen - but when I press a key or click the mouse, I get rapid flickering of the "Press any button to start" screen and what appears to be the main game-starting menu (story mode, arcade mode, options, etc). The buttons don't seem to respond to anything, though the game happily mumbles some interesting-sounding background noises.
When I close the game and start it again, I get a black screen that seems completely unresponsive. Removing ~/.config/unity3d/Jennifer Raye" returns to the original behavior. The Windows version runs in Wine, though for some reason the dialog text doesn't show up (I'm guessing Wine doesn't ship with the fonts you're using - which fonts are they?)