Hi @piotrgrendus87 ,
After you close the application and log back in, go back to Power BI Services>>Manage Gateway>>Check status.
If that doesn't fix it, try downloadthe latest version of the gateway and install it on the server to test again.
Download On-premises data gateway (personal mode) from Official Microsoft Download Center
If the problem is still not resolved, please provide detailed error information and let me know immediately. Looking forward to your reply.
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.