A copy/paste from the Unity forum:
I know this isn't much to go on, but wanted to run this by people to see if anyone has had similar experiences or knows of possible solutions.
I've had two users now report that when they launch The Deep Paths on their system, they see the resolution/quality selection window, make their choice and launch the game, and then get nothing but a blue screen, with my custom mouse pointer, and the menu music playing. One guy said that through random clicking, he was able to hit buttons, so it seems everything is there and functioning - just not rendering.
Both of these reports came from people running Nvidia GTX series cards (latest guy running a GTX980M).
For everyone else, the game runs just fine.
My menu does not use any camera, other than a UI camera for NGUI, so I'm also going to post this on the NGUI forum just in case it's something specific to that.
I've only found one other reference to this "blue screen" on the Unity forum, from someone running a Linux build, but there was no further information.