Mac App Crash.

so I was playing an application (its like a text based game) that's been ported from Windows to Mac that I downloaded off reddit. Anyway, the game was running slow then it crashed. you know crash window came up. so I went to reopen it and then everything on my mac disappeared. I just had the background. finder bar went, bottom icons bar went,everything went off my desktop but I could still move the mouse so it wasnt frozen. I had to hold down the power button and turn it off that way and then when It restarted everything came back.

should I delete the game? or is it safe to play again?