Unity is very scene based. Many games and most tutorials put all the options within the player controller of the scene. I find this very odd.
I wanted to start with a menu, the sort of thing virtually all commercial games have and using that menu select the game options and launch the desired level.
That was not too difficult. What has delayed me for the best part of an hour is texture quality. I wanted a good quality logo.
Every setting I tried with the texture type set to 'Texture' resulted in the same reduced image. It turns out that I need to use the 'GUI' texture type with a format of 'Truecolor' to avoid the texture being compressed and resized when it is imported.
You drag the texture in to any folder, as you do with most assets and then change the settings. Remember to press 'Apply' to see your changes.
Those settings conveniently led me to the 'GUI Texture' and 'GUI Text' objects that are probably better for me to use to create my menus.