Did you enter a dungeon? You can be stuck on loading screen if you try to enter.
The only dungeons it works, is the ones on starter map. Yahoi Fort, Dragon Cave and Underground Waterway. But for some players, you can also be stuck on a loading screen.
Also, West City does work too.
ps: If you're stuck, just delete your char and create another one.
It's easy to level up, don't worry. Just do quest and farm, exp rates are x30.