This article details the cause and the resolution when stuck on a course loading screen (pictured below) and hearing background noise.
No holes are selected in the course "Setup" screen (picture below). Play protects you the first time when in the course main menu by greying out the "Play" button until a hole is selected, but if no course is selected on that screen and a person decide to move to another course the "Play" button becomes available even with no holes selected. The same issue happens when first starting up FSX Play.
Before launching a course make sure a hole is selected or select the holes planning to play on to avoid getting stuck on the course loading screen.