When gpg --gen-key is run, I fill out the form and get:

We need to generate a lot of random bytes. It is a good idea to perform
some other action (type on the keyboard, move the mouse, utilize the
disks) during the prime generation; this gives the random number
generator a better chance to gain enough entropy.
+++++++++++++++++++++++++++++++++++++++++++++.++++++++++..+++++++++++++++.++++++++++..++++++++++..++++++++++.++++++++++++++++++++++++++++++>++++++++++.>+++++............<+++++......................+++++
We need to generate a lot of random bytes. It is a good idea to perform
some other action (type on the keyboard, move the mouse, utilize the
disks) during the prime generation; this gives the random number
generator a better chance to gain enough entropy.
.+++++....++++++++++....+++++..++++++++++.+++++++++++++++++++++++++....++++++++++++++++++++.++++++++++.+++++++++++++++++++++++++.++++++++++++++++++++.+++++++++++++++>...++++++++++>....+++++...>+++++................................................................+++++^^^^
gpg: no writable secret keyring found: eof
Key generation failed: eof

What do I do?