Look at the right side of the status bar at the bottom of the screen. You will see a progress meter, a small icon, and two dials:
The progress meter will be useful for larger files that take longer to load. Files with a few thousand people or less will load very quickly and the progress meter will go so fast you won't be able to follow it. For very large files, the meter may prove useful.
Hover your mouse over each of the two dials, and they will display more information. The left dial shows the amount of RAM being used on your machine by all running programs, including Behold. The right dial shows the amount of Swap file space used on your machine by all running programs, including Behold.
If both of these dials turn red while Behold is loading, then your computer is out of memory and may not be able to load the rest of the GEDCOM file or will do so veeeeerrrrrrryyyyyyy slowly. Behold needs a lot of RAM and/or Swap file space to load its data. If that happens, then it may simply be that your file is too big for Behold to load on your computer. Sorry. but your program probably won't open a 5,000 page Word file either, which is sort of what Behold is trying to do.
If you have at least 512 MB of RAM, which most computers do, then you should be able to load extremely large GEDCOM files.
Oh and by the way: those little memory dials are fun to use. Behold with no data loaded takes very little memory. You can run Behold in the background and see how much memory your other programs take as you load them.
The small icon between the progress meter and the two dials indicates if Behold has checked for an internet connection. Behold will only retrieve information from the internet if you ask it to do something requiring that (e.g. Link to Behold website, or check for new version.) Behold never sends any information from your computer to the internet. While I mention that, I should also mention that Behold is perfectly safe to run. It contains no adware, spyware, viruses or malicious software of any type and never will.