This error can occur right after starting downloads.

Troubleshooting guide:

1. Check the download-target
   Make sure that the path used really exists. If your target is e.g. a removable USB drive, make ure it is still plugged in.
   Chances are also that the drives' letter has changed and differs from the one it initially had when you set your download directory in JD.
2. Check the filename/path for length and invalid characters
   Some OS have path/filename length limitations and character limitations (especially Windows) and/or are case-sensitive (Linux).
   You can easily check this by choosing a "safe" path like "C:\Users\testUser\Downloads\" and renaming your failing item in JDownloader to a simple and short name.
   If the error disappears, it was most likely due to a too long path and/or forbidden characters within path/filename.
   You can auto-shorten long filenames using Packagizer rule(s).
3. If you're running JD on Synology hardware, you may have set a path going to your system partition - select a working path as described here (scroll down).
4. If you're running JD on Linux and have installed it via community package stores Snap or Flatpak you probably ran into a permission issue as both are limiting folder access.
   Check your config accordingly or install JDownloader without a container.
5. Also as a normal Linux user you most likely ran into a permission issue.
   Make sure that JDownloader has the permissions to write to the assigned download-destination!