Did you give the table prefix a value on the prior setup page? Something like "modx_" perhaps? As far as I know, this is essential when installing MODX and most certainly not an option.
Do you have any MODX files showing up? If you haven't ever loaded up the site, there will be nothing in the core/cache folder at all.
How did you do the installation? FTP of locally unpacked files or did you extract them on the server?
Regardless, at this point I'd say start over. Delete the files that you have on the server entirely, grab a fresh copy of MODX.zip from modx.com (yes, go get a new zip file just in case), upload that to the server, extract it there, open the new extracted folder, copy all those files to the public_html folder and then re-run setup. Give your tables a prefix, make sure to name the database field with your full database name (username_databasename), db username, and db user password, set to utf8 and utf8_general_ci.
This process is swift and clean normally, and the only issues I've ever really had is when I forget the full database name actually includes the username and underscore. Any other install errors or issues I recall most certainly were due to user error (i.e. not giving full permissions to the user).
If you follow the instructions here closely and exactly, it should install in seconds without any failure messages.
https://rtfm.modx.com/revolution/2.x/getting-started/installation/basic-installation
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