Hi! It looks like the game has trouble creating one or more of the folders it needs!
You can try to create the folders manually:
Go into the file explorer and create the following folders, then see if the game runs afterwards:
Documents/Secrets of Grindea/Languages
%APPDATA%/Secrets of Grindea
%APPDATA%/Secrets of Grindea/Characters
%APPDATA%/Secrets of Grindea/Worlds
%APPDATA%/Secrets of Grindea/Backups
Does creating those folders make the game start properly?