The general game settings are settings that go through out your whole game. The image below shows two ways to access these settings.
The settings are self explanatory, but I am gonna explain a couple. You will notice "Interpolate colors between pixels." This causes pixels to form between rougher areas to improve the graphical quality as images rotate.
To change your loading screen, go to loading. There are several options such as "Game icon" , "Loading bar image", and "Show your own image." These only affect the game when it loads.
Game Information
You may have noticed under "Other" you can turn off "Let <F1> Show Game Info." Game info is text you have written that is displayed to the user of the program. The Info Editor can be accessed the same way the game info is accessed.
More
There are many options to play with and most of these are learned through game making itself. play around with the program and you will improve.