Convert video from 9:16 to 1:1 with blurred box using ffmpeg?
You're missing the input to the filtergraph, for example 0:v. There are other issues though, so this is what works for me:

ffmpeg -i VID_20190619_205627.mp4 -filter_complex \
"[0:v]scale=1080:1080,setdar=1:1,gblur=sigma=20[bg]; \
[0:v]scale=-1:1080[ov]; \
[bg][ov]overlay=(W-w)/2:0[mix]" \
-map [mix] -r 25 out.mp4 -y



the first chain of the filtergraph scales the input video to 1080 x 1080, forces the display aspect ratio to 1:1 and blurs the video. This is the background (bg)
the second chain takes the input video again and scales it to ? x 1080. This is the video that will be overlaid (ov)
the last chain overlays the scaled video (ov) on the blurred background (bg), and produced the output (mix), which is then chosen as the output with -map.


Note that the blurred background is stretched in this way.

Depending on the type of input, you might want to force the frame rate with -r 25 or similar, and to copy the audio track with -map 0:a -c:a copy.