Blue screen appeared after Build & Run project

So i made my first unity game. I run (play) the scene on unity every thing works fine. (no exceptions or error what so ever). Then i tried to Build & Run the project, but after launching the game, Unity splash screen appeared and than my screen was covered with complete blue screen. And nothing happens from there. Am i missing something? i am new to unity game development.

Important points to know

1. My 2D game has no main menu options (start,restart,quit)

2. This is just a simple platformer game, i.e player run,jump on tiles, collect coins e.t.c

3. I have not created any of splash screen in start of game

Do i need to write some code to make it build and run from exe? please help

After build&Run project from exe