no idea, does the game launch better from steam client itself? if yes, delete old shortcut, right click on game in library and recreate desktop shortcut.
As side note, It was blurry enough that I was not able to see the exact error message well either.
If game wont run from steam library either, there is something else wrong with the install, verifying cache and such are good places to start
edit: As side note, all steam shortcuts follow the style:
steam://rungameid/437920 where the number is game's steam id, telling steam to run said game.
so... if things fail, it might be totally too invasive firewall setting or something else fishy, blocking said steam linking from working.