This error can occur right after starting downloads.
- 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.
- Check the filename/path for length and invalid characters
Some OS have path/filename length limitations and character limitations (especially Windows).
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.
Hint for Windows users:
If your issue was caused by a "too long" path, you can remove the path length limit.
Please keep in mind that this may have unwanted side-effects e.g. errors when trying to import such files into media editing software.
Also, you will run into issues if you copy files/folders with long paths from a Windows machine without path limit to one with limit!