If you set up your account nickname in languages other than English (or those that use non-Latin letters), please make sure you set up corresponding encoding/codepage for the Windows OS. MT4 does not support Unicode which may give rise to such errors when being used in Windows.
Please follow below instructions:
- Open Windows Control Panel
- Select Region (and Language)
- Click on the "Administrative" tab
- Under Language for non-Unicode programs section, click "Change System Locale" button
- Select the locale
- Click OK
You may read more about this here.