Like in Forza, this is yet another game that tries to "surprise" by loading stuff before you even have the possibility to access settings menu.
At least in this case though, cfg files are created immediately.. So even if the game crash/hang/whatever (say, because your computer is below requirements) you can adjust them offline (provided you can decode the cryptic meaning of the "numbers", but that's another issue)
Last, somebody should mention the meaning of online signal bars