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This error is probably related to how your data looks like.
Does your data have enough variation? What I'd recommend you to is to run some Data Investigation Tools (like Frequency table, Field Summary) to profile your data. Predictive models are very strict regarding to data quality, so this is a "must" step before running any model.
Thanks JonA - this helped me! Inserting a simple data cleaning tool with default settings got me past the "Error: Logistic Regression (3): Tool #127: Error in density.default(x, bw = bw, n = n, ...) : " - TomK