Allow Administration Privileges (Run As Administrator) to the game executable and see if it helps.
If you do not have an admin account on the PC, or your PC security is just a bit too tight, when the game needs to edit/change a "save file" that is stored in your windows account sub folder (\Users\<your Windows user name>\Documents\My Games\FINAL FANTASY XIV - A Realm Reborn), it may hit a "write security privilege" block.
This can also happen if you have a anti-virus/anti-malware program running in the background and it's heuristics are set "too high" so that any files being rewritten by the game engine are blocked as a "virus/malware".