Total War: Warhammer, despite in my humble opinion being pretty darn good, released with the classic Total War issue of endless crashes for certain configurations. Players who encountered this bug simply couldn't get past the introductory screen, and as such many on Steam have resorted to calling it the "Sega" bug since that's the last image you would ever see before the game goes down.
The good news is that the development team has been rather busy today and as such the majority of the crashes should be fixed with the most recent patch. If you're still having issues its recommended that you upgrade your graphics driver to the latest version, and as an extra measure, verify the game cache on Steam.
Finally, if you're still having issues and none of the steps above are proving to be worthwhile make sure to visit the official support forums, there's plenty of useful information to be found there for some of the more... peculiar cases.