Please note that the Main Menu is the only menu with an animated background. The other menus all have static backgrounds.
The main menu has four options: Play Movie, Scenes, Set Up, and Special Features. Play Movie is exactly what it sounds like, so if you want to go and watch the movie straight away, this is what you select. Scenes is the scene selection menu. The movie is divided up into 16 scenes, which are numbered 1 – 16 as opposed to being punny titles. I would have taken the puns over straight numbering. Would have been a little more fun.