If you try to launch Metro Last Light and it gets stuck after the intro video and no menu appears, simply use Control+Alt+Delete and kill the process (the game).
Launch the game again, it will pop up a message saying that the game failed to launch the first time and it will now start in safe mode. Click ok and start the game, it should not get stuck again and it should display the menu. You can now click “new game”, adjust the settings etc.
Notice that if you have more than a monitor, the game might get stuck if the second or both have their image gone (black screens). In “safe mode”, both screen should display as normal.
After you start the game in safe mode, it should start like this always, no need to worry about the game getting stuck anymore.