Does the highlighted menu entry change if you use the up and down arrow keys, and can you select an option with Enter? If you hit Enter on Campaign, Arena or Options, Esc should let you return to the main menu.
Did you try Alt-F4 to close the game?

Are you shutting down all non-essential programs (especially anti-virus) before starting the game? Firewalls can cause conflicts, and the Windows update may have reset permissions (though that should cause a freeze or the being unresponsive).

Try exiting out of the Steam client, and starting the game directly from the '..\SteamApps\common\Divinity Original Sin 2\bin\EoCApp.exe' program file, by right clicking and running as administrator.

Try verifying local files: in the Steam library, right click on the game and select Properties, switch to the Local Files tab and then click on the 'Verify Integrity of Game Cache...' button.
With the GOG version, in the (optional) Galaxy client, select Divinity: Original Sin 2 in the left column, then click on the More button, and in the Manage menu select 'Verify / Repair'.


Try browsing to the '..\Documents\Larian Studios' folder and rename the 'Divinity Original Sin 2' subfolder.
This folder contains the saved games, configuration files and a level cache folder. Deleting or renaming it will get the game to recreate it on startup; playing the game from a different Windows user account would effectively do the same thing.
Next, extract the replacement folder from the download below into your '..\Documents\Larian Studios' folder, and see if that will let you start the game and interact at the main menu.

https://www.dropbox.com/s/kjvq79igruaeu4h/DOS2_doc_20165341.zip?dl=0

The graphicSettings.lsx file is set to 1280x720 Windowed mode, Very Low quality preset, which you can change in the options (manually, or hit autodetect) if this helps.
If you still can not click any menu entries, you can delete the downloaded My Documents D:OS 2 folder and rename the original back again.