A black screen is in front of the normal screen

When you Press and hold the Digital Crown this is to Recenter your content in your view - this is why this happens

Press the Digital Crown to open Home View.

See: Learn basic gestures and controls on Apple Vision Pro - Apple Support

To see if you’ve left a blank window open that you’ve been recentering in your view: simultaneously press and hold the top button and Digital Crown until you see Force Quit Applications, tap the name of the app you want to close, then tap Force Quit.

• or just quit them all and try another Restart: Restart Apple Vision Pro

Ok that’s quite large, I imagined it being a small box. Does that X allow you to escape?

You might need to take it to Apple to see if they can diagnose and fix. There’s a factory reset you can do but it doesn’t say to do it if it’s not responsive - it looks like it’s just to erase all your data. Factory reset your Apple Vision Pro - Apple Support

Only Apple can do a proper restore on site. Or if it’s broken you can get a replacement. I’d do that while you’re still within the 14 day return window. Give Apple a call 1-800-MY-APPLE or start a support request online and they’ll connect you to an expert.Get started

I’d try calling them first, they have Advisors that can offer guidance. There may be some gesture that gets rid of it. You can also submit feedback to make the engineers in the AVP department aware —>Feedback - Apple Vision Pro - Apple