In order to be sure of the reason that caused this issue, can you tell me if you changed anything in the « Database » section?
Here is a bit of context, the result of the setup wizard is a file named config.groovy that is created on your filesystem.
iceScrum attempts to create this file in the home directory of the user who starts iceScrum. More specifically, it first creates a directory named « .icescrum » in your home directory and then creates the config file in this directory.
There are good chances that iceScrum lacks the permissions to create this directory so you will have to either grant it the permissions or create the directory manually.
Depending on the user & OS, the path may differ so I can’t tell you where to do it exactly. Please note that in most OS, directories starting by a dot are hidden by default so keep that in mind when creating it.