I have a problem when I run the packaged file for the first time

Two possible solutions. And a cheese way.

have the main level wait in a spawn area before removing the loading screen by adding a bool at the end of each begin play of every item within the spawn area.
The level then needs to be coded to check those (I suggest in an overlap, since as things load it should trigger). This may still not work for textures btw, as I’m fairly certain begin play is activated anyway.

Convert to level streaming, and that comes with it’s own ways of waiting - probably the best solution.

Cheezit. Add a delay eyeballed on the slowest machine you have.
Other cheesing options are to fade from black very slowly, do an eye opening animation in which the screen is black and suddenly your eyes open. Have the camera look at the sky and slowly descend onto the character etc…