What about a main menu though.
There's the thing... I think if you are having a difficult time figuring out what you can do and how to do it, try and parcel it up into chunks. I've been doing that as best i can and so far that approach does help... and once you've got the bigger chunks, parcel THEM up into even smaller bits. a modular approach can help alleviate some of the concerns and the intimidation.
Case in point, when i was first figuring out my own game, i had a solid idea what i wanted to do but no idea how to actually do it... so, i tried laying all the stuff down and trying stuff out. given that this game has been in development for a while, that says that i've encountered issues and hitches and spots where new knowledge has made me go back and adapt and adjust the already existing systems (I'm not a pro in the sense that i know everything about anything, i'm fully admitting that i am learning as i go.)
So, i realized that i would need FSMs to handle things like the movement, managing the weapons, managing the states of the weapons, managing the aggro, managing the animation, etc... and with the GUI or main menu, yeah, that's going to be it's own system in and of itself. sure, the GUI actions that come stock with PM are just the basic GUI things like buttons, areas and such... but with a little planning and researching you can cobble something together by trying stuff out. that said, if you are going to invest in a gui system like NGUI or something like that, go that route...
so, you need a main menu? okay... what is the first screen that the player is going to see? is this a purely GUI system or will there be elements and cameras and stuff? what buttons will there be? what screens will these buttons link to?
a good way that i've used was the following structure (it's not meant to be a "how to" more than anything else though.)
Main menu:
-New Game
-Load Game
-Options
-Quit
Once i've got those figured out, i flesh it out further.
-New Game
--Choose Character Class
--Back
-Load Game
--Choose Profile slot
-Options
-Quit
--"are you certain?"
then
-New Game
--Choose Character Class
---Enter Profile name
---Choose Save Slot
---Back
--Back
and so on and so on... if you break it all down into smaller steps, you're going to find that it's going to be simpler to approach.