GIMP: You don't have a writable data folder configured

File > Preferences
On the bottom Left hand side you will an
item called 'Folders' expand it.

Now select the folder setting that you want to configure
in this case Gradients.

Now you will see any folder(s) that are configured to be used.
To the left of them you will see a check box.
You can have any number (up to you system's memory) configured.
But at least one of them must have there 'Writable' box checked.

If you have one that is in the Data folder (..\Data\..) I would use that as the writable folder (check). As that is safe from the installers.
I try to avoid using the Apps Folder (..\Apps\..) as a writable folder (don't check). As the installers target this folder .

When you are done making changes Be sure to click the 'ok' button on the bottom.
And not 'Reset' or 'Cancel' which are right next to it.