Some scenarios.

1. The HDD is FAT32 or exFAT. Files could be too large to fit or too many files in a folder.

2. Carry on from 1, filenames may not work from NTFS to FAT32/exFAT.

3. There could be permission issues. Windows often gives you this error rather than telling you what the real problem was.

-> IN CLOSING, NEVER EVER TRANSFER. COPY!!!!

I've seen folk move/transfer and lose every file on the transfer. Do not move! Copy.
Or sync. I will give a nod to Roadkil's Unstoppable Copier since I find it gives better error messages than Windows.