For Older Mac users, If it does not work by clicking it.

Right click on the .app file (aka the game), click on "Show Package Content", it will open a Finder window, browse to Content -> MacOS.

Open the terminal and type "cd " (include the " "), then drag & drop the file inside the Finder windows (it will be a file with a white icon called To Mount Olumpus).

At this point you will see a kind of long command, erase the word "To Mount Olumpus" from the end of the command. (All of this is done to navigate to the same directory that Finder is in, but using the terminal.

Now rename the To Mount Olumpus file to To_Mount_Olumpus.

Now type "chmod +x K To_Mount_Olumpus"

In case you see an error like "permission denied" try to use "sudo chmod +x To_Mount_Olumpus", in this case you will be asked to enter the admin password.

Now type ./To_Mount_Olumpus  and the game should start!

If it doesen't because of the Apple security thing,  open "System Preferences", click "Security & Privacy", make sure to be in the "General" tab. At the bottom of the window you will see a button saying something like "Open Anyway", and red somewhere the name To Mount Olumpus and the reason why it has been blocked (aka being downloaded from the Internet).

Now the game opens and runs!