Hi Andrew, and welcome to SSE.
A few suggestions to throw at you:
First, you should register your SSE's key to your account here on the forums. Info on that here:
http://80.95.161.114/shipsim/forum/index.php/topic,20398.0.html
Myself, I also got SSE via Steam and for the most part it works well enough.
To help ensure that you have a good installation and don't have any missing or corrupted files, I'd suggest to verify your installation. You can do this from your Steam-client, Library, Games, right-click on Ship Simulator Extremes, Properties, Local Files then Verify integrity of game cache. If it finds any missing or bad files it should reacquire them for you.
Before installing or running SSE, I'd also suggest to temporarily disable other programs such as anti-virus, messengers, etc.., as sometimes other programs running in the background could be causing conflicts.
See this other thread over here with a suggestion that might possibly help. If that doesn't seem to help, you can simply remove the line of code it suggests adding:
http://80.95.161.114/shipsim/forum/index.php/topic,23507.0.html
Post up your computer's specs / Dxdiag report so people can better give advice.
Of course, once you register your SSE with your account here, it's probably better to ask for technical help with SSE over on the technical forum.
Good luck.