gfx_bFullScreen = 1; — Try changing this to 0 to force windowed mode.
Windows display scaling sometimes blocks the game from accessing full-screen permissions.
Serious Sam 3 "Cannot Set Display Mode" Fatal Error Trying to blast aliens only to be stopped by a "Fatal Error: Cannot set display mode" message is a classic Serious Sam frustration.
\userdata\ \41070\local\SeriousSam3.ini . Steps: Open SeriousSam3.ini with Notepad.
As the developers worked tirelessly to resolve the issue, Mental looked on, rubbing his hands in glee. "Ah, the humans and their petty technical difficulties. How quaint."
Ensure your system has the latest versions of DirectX and Visual C++ Redistributable.