When the GameSalad preview isn't loading, it's typically a sign that there's an issue with the way the behaviors in the project are set up.
In the Monster Maze project, this will most commonly occur when the finish line actor is set up. If you place a change scene behavior outside of a rule, it can cause the game engine to freeze due to trying to change the scene before the current scene had fully loaded.
Moving the change scene behavior into the rule that you create inside the finish line actor will solve the problem.