Switching between Windowed and Fullscreen Mode (Steam version only)
Switching to Windowed Mode
Launch the game.
If you're not on a screen where you have control of your character, advance through screens/dialogue until you can move your character. If you're playing for the first time ever, this will be right after you see the Parent fall down.
Press X to open the Options menu. In the Options menu, choose "Windowed Mode".
The game will say that it needs to restart when switching modes; choose "Yes, continue".
The game should exit automatically.
Launch the game again. The game should start up in the mode you chose in Step 3, and should continue to do so when you launch the game in the future.
Switching to Fullscreen Mode
Follow the steps above, but in Step 3 choose the option "Fullscreen Mode" instead.