Just after buying Old World Blues, I boot up the game (half expecting something to go wrong to be honest..) and at the Main Menu, I cant see any buttons (Play, Options, Etc). Then it just freezes and says not responding. Help?

Try verifying your integrity of your steam cache:
Right click on the game name in your library, go to properties > local content >verify the integrity of your steam cache.

i hope this works for you

I had s similar problem, without a freeze or a crash, though. Turned out be a mod that caused it. If you have any, deactivate all but the official esms and if it works, activate your mods one at a time to find the one causing issues.