Create a new file Geodatabase or save the feature class inside an existing File Geodatabase.
Make sure the data path is valid (No Space or special character should be present in the pathname).
Also I won't recommend saving the feature class in Default.gdb since it is stored in temp. folder.
Create a new File GDB in a short and valid pathname and save the feature class (e.g. D:\GISProject\MyDatabase.gdb)
Think Location