The past couple of months I could connect with the FortiClient VPN just fine and today it did not work.
I got the error:
First I tried updating to the latest version (126.96.36.1994), but that did not fix the problem.
Then some people suggested to change the TLS options in internet options on Windows 10.
I tried several combinations, but that did not fix the problem.
Then some suggested that it could have something to do with your Active Directory account and that was the problem.
My password was expired, after changing the password in Active Directory the problem was fixed.