Issue connecting with tables via Direct Query - Insufficient Memory

My work have been suffering barriers while trying to connect to some tables via Direct Query. This error message is displayed by Power BI desktop:

Falha ao guardar as modificações no servidor. Erro devolvido: "Não existe memória suficiente para concluir esta operação. Tente novamente mais tarde quanto tiver mais memória disponível."

Translated as:

Failure in saving the modifications on the server. Returned Error: "It does not exist enough memory to finish this operation. Try again when there is more memory avaible"

Which kind of memory is this message talking about? Is it

• from the Power Bi service
• from the pc which is running gateway
• from my pc that is running  the desktop software

This message started appearing after importing a bunch of tables, some of them with close to 1M rows. After deleting the large one the message stop appearing. One more direct solution would be separate the file into N smaller ones, but my client would prefere it to be all together.

Also, if the problem is the amount of data requested by Direct Query, should I be woried about the future of some BI I've made? Because, the tables would grow at least x3 until the end of the year