https://forums.rpgmakerweb.com/index.php?threads/help-failed-to-initialize-graph...
Apparently it has something to do with the Graphic Card drivers. There are several solutions in the official RPG Maker forum there. What I would do is try another version (i.e if you're having problems with the Win version try the Web). Other than that, I cannot really do anything since it's not a bug or anything from the game :/ I hope that helps!