One of the most common cause for this issue is that the game resolution is too high for your video adapter. Right-click on the game shortcut and go to Properties. In the Target field add a space and xres=640 after the location of the .exe file and click OK. This will change the game resolution to 640 x 480. Once the Age of Mythology starts, change its resolution from settings, close the game and remove the xres=640 from the shortcut. If this doesn't solve the problem you can check the solutions provided by Microsoft.