There are a couple of things going on here:
1) When the project starts, sometimes mouse x,y will be registered as 0,0 (I think this is when the mouse is out of window at the start). Even if it isn't there is likely to be a displacement between mouse x,y and body x,y.
2) All those limb objects have the physics behaviour on them, so when Body is moved in the start of layout event they all suddenly get an impulse applied, which immediately propels them towards the target. This impulse continues in subsequent frames, shooting the whole ragdoll off the screen. Try disabling all of the "Create Physics revolute joint" actions at the start and you will see that the impulse is eliminated.
The easiest way to fix this would be to shift the "target|Set position" and "body|Set position" actions above the "Create Physics..." actions and to swap the mouse co-ordinates for a fixed screen position.