Someone else had this problem a while ago and I suggested they install some Microsoft library dependencies. Here's that post: https://www.gog.com/forum/alan_wake/white_background_and_unusable_menus/post2
The important text from that post:
dotNet 3.5 (and also 4 and 4.5)
Visual C 2005, 2008, 2010, and 2013
All of those are available from Microsoft. I prefer the redistributable packages (so you can back them up and install them later on other computers if needed).
I'm not sure which one solved the issue for the other guy. I have all of them installed.
Make sure you download the correct files for your architecture (If you're running 32 bit Windows XP, install the x86 packages of those libraries. If you're running a 64 bit version of Windows 7 or later, install the x64 packages. If that doesn't work, install the 32 bit (x86) packages too.
edit: I suggest playing the game with an xbox 360 controller. You may need to install the Xbox 360 controller driver from here: https://www.microsoft.com/accessories/en-my/d/xbox-360-controller-for-windows