Have you tried letting the eDGe sit for 2-5 minutes before trying to play? Depending on what's installed on your eDGe, when you first resume it a number of apps may be busy syncing data via the Internet (e.g. checking email, twitter updates, newsfeeds, etc.). This can make the eDGe temporarily slow.

If waiting 2-5 minutes doesn't help, it could b ethe Frozen Bubble game doesn't "wake up" properly (sort of like me at 5 am in the morning!). You can try going to the Home screen (press the "Home" button) before going into sleep mode and see if that helps.