It could be that your system requirements are just too bad for the game. Or that your graphics card is somehow set incorrectly or excessively driver no longer up to date. If you really do not know how to carry, then contact times but the support of Rockstar Games, might have a solution for you at hand.
Have your name made all the glory! Highly detailed question!
To answer your question, but the loading screen will stop sometime.
Cd broken perhaps?