Does this not work anymore? The wiki example doesn’t remove the default loading screen and replace it with a new one http://wiki.roblox.com/index.php?title=Custom_loading_screen
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It worked for me. I did the following:
- Create LocalScript in ReplicatedFirst
- Copy/paste wiki example into the LocalScript
- Play solo test (F6)
The default loading screen is still there, it just adds another one after it 
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That’s how the custom loading screens work. It only replaces the loading screen when the game is loading.
You can’t completely remove the default loading screen though, because the client needs to receive your custom GUI to be able to display it.
In the screenshot you provided the client is trying to connect to one of your servers and hasn’t actually started loading anything, meaning that it doesn’t know that you want to use a custom loading screen yet. As soon as the GUI is replicated though, it will replace the default screen if you’ve followed the instructions on the wiki.
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Oh, it still doesn’t work like that on my bigger game though, I just see the normal loading screen for a minute or two before seeing the custom one. Shame we can’t actually change it completely 
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This might be because the PlayerGui hasn’t been created yet.
You don’t have to wait for the PlayerGui, though!
When the game starts, have your loading Gui copied to a BillboardGui in Workspace. On render step…
- Update the size of the BillboardGui to match the screen size
- Update the camera CFrame so it is in front of the BillboardGui facing it
When all of your loading is done, delete the BillboardGui (and the part its set to) and unbind the render step function.
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