To improve security, we will soon start forcing password resets for any account that uses a weak password on the next login. If you have a weak password or a defunct email, please update it now to prevent future disruption.
It doesn't look like this game creates or reads save data on startup or shutdown: The Continue button only resumes the last level you died on for the current play session. Use the cheats' level select (Tab followed by Q on the main menu, I think; It's detailed in one of the text files accompanying the download) if you want to resume from a particular level.
In any case, the gallery is fully unlocked from the start, so if your goal is just to view the CG or animations, you're already set.