Ok, thanks Udo. So there is something wrong with my particular installation and/or W10 upgrade from W7.
CDF Player 10.2 was also installed on an HP EliteBook 8560p (8 GB RAM, Windows 10 Professional 64 Bit). On this machine CDF Player is home alone (no desktop Mathematica there) and starts constantly in less than 5 seconds.
This one (30.6.2012) starts in about 7 seconds
it has been deinstalled afterwards; the new one
starts also in 7 seconds at most under Windows 10 Home 64 Bit.
How do you access the "About CDF Player" window?
When I open CDF Player 10.2 under Windows 7, below the Wolfram CDF Player logo I only get two buttons with links to the "The Computable Document Format" and "Adopting CDF" web pages. So far I can only verify the version by looking at the executable properties.
To access "About Wolfram CDF Player":
1. Start the CDF Player, and from within it open any CDF file.
2. You will now be able to access Help. And can select About ...