Ok it's just that you mentioned PSX so I thought maybe you were using the Mednafen PSX core.
If you are getting the cd screen then there are 2 possibilities.
Is it a PAL region game ? PAL games do not work yet for now, they can be fixed with the region patcher tool but it isn't 100%.
The other possibility is your disk image may be a bad dump and has errors and may be fixable using CDMage. I use the version of CDMage on Emuparadise. Load the cue sheet into CDMage then click Action and Scan For Corruption, then Action > Repair Corrupted Sectors. Once that is done go to File > Save as and save out a new cue + bin.