I just got me the game and loading into the HUB worked all good. So I tried to select me a mission to slay some heretics but when the mission i supposed to start nothing happens, well the Music keeps playing and I have to close the game via task manager. I tried out other Missions to see if it was just a one time thing but nope happend on all missions. So I changed graphic resolutions and stuff, same problem. Made a new character to see if that might help and still nothing.
So on the Steam Disscussions they found a solution to the problem.
Simply start a co-op match :D Yes it might take a while to find enough players, but thats up to the time when you are trying ^^
After that you can play the single player Missions without any problems :)