Sounds good, but a hell of a lot of hard work, the me.
I wouldn't bother with the loading screen. At all. Pointless waste of time.
So are footstep sounds. The default footstep sound system is little to be desired. The best approach I believe is to actually add the sounds to the walk frames themselves which would actually generate the sound in real life. Pretty simple.
All in all though... it sounds like a nice tutorial guide.

P.S: creating the menu (well a commercial/professional & bug free menu) is often the hardest & most time consuming part of developing the game. Usually loads of conditions & values & if queries & different buttons etc.