For some reason Zotero can't open a web browser on your system. Check that you have an installed browser configured as the default in Windows, and make sure third-party security software on your system isn't somehow blocking Zotero from opening a URL.

In a future version, we're also going to have the settings window show the login URL for cases where people are having trouble opening a browser (or want to open the login page in a different browser), but for now you'll need to fix your system configuration.