How long did you give it to load? GWX takes far longer to load than stock, depending on your specs - I have 2 GB of RAM on my computer and it takes a good 15-20 minutes to load a patrol. I'd say start up GWX again and this time go watch some TV/go for a jog/bake a cake or something for about 20 minutes (depending on your computer) and see if it loads. If not, then something might be up
Edit: Also, you can try loading one of the training missions first to see if that works, and then try a career.