Player or not player... that is the question...

I like having the menu visible. I prefer to give learners the ability to see what's ahead of them, to track their slide and scene progress (by the little check marks that appear next to slides they've viewed and the opening/closing of scenes), and to review previously-viewed slides.

From an instructional design standpoint, unless there's a compelling reason to hide the menu, it should be visible. I can imagine some cases (e.g. elaborate branching scenarios) where you'd need to hide/disable the menu. But I'd build that as a separate project, so I can only hide it when I need to. 

As for forward/back navigation, I leave the default/player ones on (mostly for mobile), but I also create back/next buttons for my slides. I like having them right across the bottom of the slide. They're a larger target than those in the player. They're always in the same place, which is good UX, and they create a lower border to the slide. The only downside to them is that they eat some screen real estate. But I think they're worth it.