As most folks have presumed, it’s very likely the focus height - this might help that:
The other reason for that particular error is an issue with the file. Are you attempting an engrave from a provided design, or is it one of your own making? If the latter, you might try something as easy as copying it and saving it into a new file. If you’d like one of us to see if we’re having any issue with it, you can upload it here.