Well did you try to do what the error said and ensure your Blockland directory isn't read only?
The reason it keeps prompting you for your connection type/other settings is because it can't save prefs properly.
Assuming you're using Steam still, right click on Blockland in your Steam library and select properties then go to the local files tab and click "Browse Local Files".
It should open the Blockland folder, navigate one directory above that so you can right click on the Blockland folder and click "Get info" or "Properties" depending on your OS and make sure all users have read/write access.