The menu includes the logo for the game, as well as several options. The title menu presents the options "Start", "Save", "Load", "Shake: ON/OFF". Later on, the title also presents "Replay", and if you do not meet the Grey Man, "Flashback" may also appear as an option later on in gameplay.
"Save and load" saves and loads saved games. "Start" will start a dream, "Shake" enables/disables vibration, and once replay is available it allows you to replay previous dreams. Sometimes a new mode known as "Flashback" will appear, But this depends on wheather or not you have ran into the Greyman. Flashback allows you to revisit previous dreams.