I realize you wrote this almost a year ago, but a reply might help someone else. The scratched out URL in your screenshot says "desktop"-something. The error messages says you need a "fully qualified domain name" in the URL.
1) You have to run a web browser ON THE SERVER for this step. If you try to connect via a desktop computer it will refuse to let you go on.
2) You have to have a full domain name, like "servername.somecompany.com" not just "servername", that's what the error message means. You should test this before installing web adaptor, make sure you can reach the site with the name you are about to enter here, for example "https://servername.somecompany.com:7443/". If your browser cannot see the portal there (you get errors about "site not found") then you need to fix that problem first.
3) Remember that you have to install web adaptor twice, once for Portal and once for Server. Once it's installed correctly then you can't go to its URL anymore, you manage all connections through Portal.
Good luck! Once it's running it's relatively reliable and you probably won't ever have to do it again!