Press Hotkey + Start together on your controller. If that doesn’t work, try Hotkey + Select. On a keyboard, press Esc to return to the main menu. Make sure your controller's hotkey is properly set in the controller settings.
@lorie3000 I had this happen to me It turned out it was the SSD to usb adapter I was using, the raspberry pi 4 didn't like it. I switched adapters and it worked perfectly.
Might not be your issue, but its a direction to try.