Given the error message needs to be shown to the end-user the contents need to be general and not technical. However, in these situations additional information will most likely be available in the console output available through your browser developer tools.
The information available in the console logs is in general sufficient to pinpoint the exact case of the error. For example, this could be caused by not correctly configuring the respective client in Auth0 Dashboard (check Allowed Callback URLs and Allowed Origins (CORS) settings).
Another important aspect is to ensure that the client identifier configured in the quickstart exactly matches the one you intend to use in Auth0 Dashboard. For example, having multiple client application configured in the Dashboard and then using a client identifier belonging to the incorrect client may lead to subtle issues where you think you correctly configured the client application settings, but the identifier being used is for a client different than the one you configured.