At first there is the intro, you don't have to do anything. Then, when the Start Game button appears, you must press it to play the game. Don't let Zorg touch Agent-X!!! Press space to skip introduction.
Thanks to Snap! for this idea: https://snap.berkeley.edu/snap/snap.html I recommend you have the coding book with it. I got mine from 5 Below which is I think on Van Nuys Blvd in panorama City/Van Nuys.