it is not related to SNAP alone, but caused by shortcuts which point to a location or file which is no longer there. For example on your Desktop, in your user folder or the start menu.
This error is also reported for other programs, such as MS word, for example, so the only reported solution is that you search and delete (or update) this shortcut which is causing it:
Start serching in the standard directory which SNAP would suggest to write new results into.