For some reason the file you are writing to cannot be created or overwritten. The reason could be that you do not have permission to write in the directory or the file name is not valid.
Vim has a builtin help system. I just quoted what it says to
You might want to edit the file as a superuser as
sudo vim FILE. Or if you don’t want to leave your existing vim session (and now have proper sudo rights), you can issue:
:w !sudo tee % > /dev/null
Which will save the file.