This might be a bug as many people mentioned, but if the problem persists, try the following troubleshooting steps :
First, ensure you have the necessary permissions on the resources you're accessing, such as the Storage Blob Data Contributor role if you're dealing with Blob Storage. https://learn.microsoft.com/en-us/answers/questions/1334548/add-your-data-azure-ai-studio-playground-with-erro
Check your deployment name for underscores, as these can cause issues, and remove any if present.
Verify that your documents contain text content; if they are stored as images, you need to add an imageAction to your indexer configuration and use an OCRSkill to extract text from those images for vectorization.
https://stackoverflow.com/questions/77766224/ms-azure-unable-to-create-an-index-in-ai-search-service