Problem with Characters

Open Excel.
Click “File” and “New”
Click on the “Data” tab.
Click “From Text” and select the CSV file.
Select “Delimited”
For “File origin”, select “65001 : Unicode (UTF-8)”
Click “Next”
Select “Comma”

When I want to put a Excel Document to my Favorites, Office Tab will give me an Error Message (see Picture)

But the name of my Documents is :
"Umsatz Hochrechnung Statistik Idee 2020.xlsx"

Where is the Problem ?There are no characters which are forbidden ??
Thanks for your answer.