I looked into this, and someone on Bethesda's forums reported this same problem. Here's the fix someone posted on February 2016:What the hell?! The game locked on me twice in the very beginning, when I tried to go to the options. Is this a known issue? It doesn't bode well. Not to mention, that the game makes the PS4 fan spin louder, even in the menu.
FIX:
- uninstall/delete all TEW files
- restart PS4
- re-install TEW (I didn't install the DLC)
- restart PS4
Then it suddenly started working properly. You can immediately tell if it's running correctly by the loading screen. If you just see a static part op a hammer, it's bugged. You should see a spinning hammer and game tips.
You can see more here: http://forums.bethsoft.com/topic/1591334-game-freezes-on-start/
Me personally, I've had three play-throughs, and never ran into any lock-ups. My fan stayed quiet, too. Although on this third play-through, I've encountered a few glitches: Laura stopped attacking me once (see my video at the top of the page), and in Ch. 6, a piece of cover for the gunners was invisible, and later in that same chapter there was an audio tape that had two lines that played over each other. Otherwise I've been glitch-free, though!