Craft CMS 3 error in Windows installation process
You'll get that error (regardless of OS) if the SECURITY_KEY variable isn't set in your .env file: https://github.com/craftcms/craft/blob/master/.env.example#L5

See this step in the install docs: https://docs.craftcms.com/v3/installation.html#step-3-set-a-security-key

If you run the craft setup terminal command, it will generate that key for you, but depending on how you install Craft, you can also manually set it.