Find the app long press on app, next click storage, then clear data and cache, close it, restart phone try again to setup.
If your mobile device is rooted or is running a custom ROM, then Secure Folder automatically locks to prevent unauthorized access. If this occurs, you can no longer access data inside Secure Folder.
Worse case scenario is a full factory data reset and not restore any backups and setup as new device until secure folder works, then restore apps if desired.
Maybe your device are rooted, then Knox cannot create Secure Folder, or close access, if u have it early. You can try to wipe data, or go to the Authorized Service Center.
