Generally speaking when debugging cases like this, you'll need to
- Start from the top (What is not working?)
- Narrow the issue down (When is it not working?)
- Figure out the exact problem (Why is it not working?) and
- Find a solution (How can I fix it?)
You already seem to have done steps 1 and 2.
Without providing further information (like an error message you may be getting, or details on what is not working as expected in other ways), no-one here will be able to tell you exactly what to do.
However, I'll try to make an educated guess:
Since you have to first open up the Options Menu (when), perhaps the loading of player preferences is tied to the actual menu (which it should not be, that could be your why). And since preferences are not loaded when you don't open the menu, things relying on their values won't work in the game (what).
If that is the case, a fix would most likely be, to load preferences at the start of the game - regardless of whether the menu was actually opened.