I haven't seen this issue before. I'll make sure support chimes in here, but in the meantime, here's an older thread referencing that error in AE that appears to have some troubleshooting steps: after effects warning: could not find the user documents directory
I got curious and tracked down the code that produces this error message. I only found that particular message in the Windows version of the code (except that the C in could is capitalized), but it seems to be the result of a call to determine the location of the My Documents folder or to create it if it does not exist.
If you have customized the location of My Documents, this might return an error if the location is inaccessible or has permissions that prevent it from being created/accessed. I think it may also be possible to remove the configuration of a My Documents location. It probably would also fail in that case.
Are you still having this problem? Please let us know if you still need assistance.