The error messages for Windows built in VPN are usually pretty generic.
Ensure that your VPN configuration is set as per the Meraki documentation:
https://documentation.meraki.com/SASE_and_SD-WAN/MX/Design_and_Configure/Configuration_Guides/Client...
In particular, verify that PAP is enabled and the credentials are correct.
If this is a new deployment, I'd suggest looking at migrating to AnyConnect/Secure Client VPN which is a superior product and still integrates directly with the Meraki MX