OK, A few things here.
The ALT+ENTER does not change anything.
However, I tried combinations of the up/down arrow and then enter key. At one point I got to a Steam Achieve page which I could from, meaning return to the same black screen.
I also got the game to actually play twice. One time it started in a family home and I could pick between I suppose a brother sister in similar dress. A different time (I kept restarting to find patterns) I began in a snowy area with a girl who disapears and then I could choose between two boys in different costumes (knight and space guy?).
Each mode ran fine with ALT+ENTER or full screen.
After Exiting the program and closing Steam I could not restart the game without rebooting the computer without getting the call stack error, which would come up without starting the game at all.
While playing I tried to hit ESC to move to a game screen for controls, etc, and it froze play, I still had sound. I tried the upd/down arrow trick and could only exit the game blindly.