This indicates the game is struggling to load the files it needs in general. Nearly always, this is one of three things:
1. File permissions issue
2. Corrupted files
3. Overly aggressive anti-virus/malware program actually deleting/quarantining files for no reason.
To address 2 and 3, temporarily turn off your av software (or make a manual exception for the game files), redownload and extract the files (you can copy-paste the save folder over to the new extraction), and see if the problem persists. For 1 (and this is usually the culprit), avoid putting the CS game folder in the following places:
1. Deep folder structure (folder in folder in folder....)
2. External drives
3. System drive ( the one Windows is on)
4. System folders (things like Documents, Downloads etc. These are usually on the system drive anyway, but just to be thorough.)
5. Folders with extremely long names or exotic characters (this isn't a permissions issue obviously, RPGMaker just has trouble with long or odd directory structures. )
I've warned about this before, and normally people get lucky and it isn't an issue, but unfortunately RPGMaker is a tad fragile in the way it handles folders and permissions, and Windows gets more aggressive with file permission restrictions every release. But if you put a new download in a "safe" location, you shouldn't have any issues.