Do you install an On-premises gateway or personal gateway?
Second, check some impointant points.
1.on-premises gateway can only be installed on 64-bit version of Windows 7/Windows Server 2008 R2(or later), please ensure that your server meets this requirement.
2.when installing the on-premises gateway, please ensure that you right-click the setup package and select “Run as administrator” to start the installation. Also turn off any antivirus software in case that it blocks the installation of Power BI gateway.
3. please check the Certificate information.
For more, please read this article to check if your system meets the requirements and you follow the guide step by step.