The blue window with white text is a unicode pop up. Meaning there's a problem with your japanese setting.
Either you failed to properly set your local unicode to japanese (don't forget you need to reboot for it to work), or something else is preventing it to work.
1)Check that your regional setting unicode is set to japanese.
If you use LE, make sure you are using the japanese setting
2) sometime, even with japanese local, long path folder or path folder using japanese name can cause proble. Try renaming the folder path in one without japanese (you may alose rename the exe so that there no japanese in it to see what happen).
3) if you got the game from anywhere outside direct download from a selling site, the uploader might have uploaded a corrupted version. You might want to try downloading the game from somewhere else.
4) Your AV might have kick in an delete / quarantine a file from the game, check the AV journal to see.
5) You can check the error message by using the ctrl +c on the error pop up, then ctrl +v in word. You'll have the whole pop up text pasted in word. Copy it in a translating tool (google translation for exemple) to see what it exactly mean.