First off: Welcome to the forums, and the game! It’s great to see this game gather a following slowly.
As for the lag: Have you tried checking the graphics options? When I downloaded the game on Steam today, the frames were capped at 100 so in a rare case it could be because of that. Also, have you tried running the game in windowed? That could also help, though the most common issue could be how the game loads. Check your in game cursor, it slowly begins lighting up. During that stage, the game can lag due to loading all the sprites and data but once it fills up completely the game runs fine, or it could be some bug as well.