The GSX manual has a whole chapter dedicated to all possible reasons why the menu might not load and all the known solution which are all confirmed to work. It's at page 97.
If everything is in there in this so called uber manual, I wonder why so many threads appear in here dealing with exact this question? In my case, as a loooong time GSX user I have to say that I do not have many sim addons that are so incredibly cumbersome to maintain, be it because it refrains to work, needs an update via internet instead of updater, needs re-linking, adjusting, configuring, modifying and and and. Rarely I fire up my sim and GSX just works. Rarely. As of now, I am also plagued (once again) by the fact that sometimes (not always), it simply does not start. Restart couatl three times and it suddenly works. Sometimes. Sometimes it does not. Endless story.
GSX Pro is like a Diva, treat it right in very, very limited margins of error and it works, do just one little thing wrong (sometimes without being able to KNOW what is wrong) and it does simply not work at first try.
But I would still not miss it. Never. It is such an immersion booster.