Immediately after starting UrW I went into setting to change things to my liking, with the most important settings being Music OFF and full screen ON. I then exited out from settings and tried to quit (to allow the full screen to take effect), but UrW ceased to respond. After a couple of minutes I pressed the "close" icon in the top right corner of the window, at which Windows 10.1 asked me whether I wanted to close UrW or wait. Close closed the game.
I then started UrW again, and the changed settings had taken effect. I closed UrW and changed some additional settings in the urw_ini.txt file and started up UrW again and was able to generate a new character and play for a bit, and then save and close normally.
UrW probably generated the file urw_ini_tmp.txt as part of the process, as I found that file when looking for urw_ini.txt to change the additional settings. I'd guess that file should have been removed in the process, but get left behind when the game hang.
I'm using the Lifetimer Member version of UrW, in case it makes a difference.
Thus, not a serious issue, and I haven't tried to repeat it.