Take these steps:
1) Create a new file, then save the file as test.blend somewhere
2) Press the Open button in the Render > Output panel
3) Select a path, or, create a new folder with the appropriate button, or, create one from the address bar, then select it as output path by hitting Accept.

The result is that the output path ends as a name file, not as a folder. I mean, it should end with a "/", but this goes wrong with relative paths, and blender think we are giving a name to the output files. This problem is notorious when exporting a sequence of images, because the images are exported in the wrong folder and takes an unuseful name for all of them.
When working with absolute paths this works fine. That's why we created a .blend file, to make them relative.