Wow, that’s very strange. Actually, it will work if you click on any part of the site, not just the navigation bar. It makes me wonder if you’ve got something, like a script, which takes away the focus of the window when the page loads. Have you tried deactivating all of your plugins to see if it starts working correctly? It might be a plugin that’s doing it.
OK, there’s a DIV being loaded with an ID of exposeMask that covers up the page when it gets loaded, and then it change’s its display to none after the first click. Does exposeMask mean anything to you? It might have something to do with Ninja Forms. Can you please try deactivating that plugin temporarily to see if the problem goes away?
It seems the problem is with a plugin called Footnotes. Disable it and see if the problem goes away.