The problem may be that there is an invalid character in either the file name or in one of the folder / sub-folder names. The most common scenario is a slash in the file name for the date, like this:
Casablanca First Revision 7/12/24
Don't use slashes; use dashes instead.
If the file name doesn't have any invalid characters, check the path (the line of folders and subfolders) where you're trying to save the file. For example,
Macintosh HD > (user name) > Documents > Projects/Scripts
is not a valid path because of the slash in the last folder name. Remove any non-alphanumeric characters from any folder or subfolders to which you want to save your script and you should not receive further error messages.
If that doesn't work, save the script to your documents folder or your Desktop.