Sounds: You can turn on or turn off game sounds and HDD noises (later if you have an SSD drive).
Language: You can change from one language to another. Up to now, there are twelve languages. You can also turn on or turn off the old in-game keyboard for ProgressDOS. You can change the clock from 12-hour clock to 24-hour clock and vice versa.
Color blindness: You can turn on or turn off the Color blindness mode. If you turn it on, it makes the red segment have an exclamation mark, the pink segment has a minus mark, and the gray segment has a 0 mark. If you got the Matrix game mode, the blue segment (green in Matrix game mode) has a + mark.
Wallpapers: You can change from one wallpaper to another. There are 10 built-in wallpapers on a Progressbar version. The first one is unlocked by installing the operating system itself, and the next ones are unlocked after reaching a certain level. The ability to change to custom wallpapers in operating systems becomes available when reaching Pro label. In older versions, you also had an option to put the wallpaper in your phone.
Cloud Saving: You can turn on or turn off Cloud Saving. This setting lets you keep your progress when switching a device. Cannot be found in the PC version.
Display: You can change from one color palette to another. There are 16 colors, 256 colors, High Color and True Color. Turning on or turning off the CRT display (if you have an LCD monitor). Some color palettes are unavailable until you get a good enough video card.
Taskbar: You can change the taskbar height. Cannot be found in the PC version.
Cursor: You can hide the cursor (cannot be done in PC version) and turn on or off cursor trails. Since October Update, you can also change the cursor look if you have a good enough label.
Themes: You can change the visual theme here. Currently, available only for PB 95+ and onward (except NOT 4.0). Will not be available for some ProgressbarOSes.
You can find the Settings menu as the third icon in the Begin Menu.