How long did you wait for it to progress? Do you have a lot of saves? If long enough, please report an issue on http://mantis.gog.com/bug_report_page.php - there are instructions there, logs are most important. Only then we can fix your issue(s).

As a workaround, you can always abort the Cloud Saves sync (they will try to sync also when you close your game, and periodically if Galaxy Client runs in background). If aborting doesn't work and it's preventing you from playing the game, you can run the game by running its executable directly. GOG Galaxy is not required for you to play your games. :)