If this is happening, Pretty Links likely did not set up properly in your database. Try the following before opening a support request.
- Deactivate and delete the plugin, then reinstall a fresh copy and activate it;
- Try trimming old hits under Dashboard > Pretty Links > Tools > Trim Clicks.
If that does not help, deactivate Pretty Links, then use a tool like phpMyAdmin to browse your WordPress database and run the query below. Find and delete the two rows prli_db_version and prlipro_db_version, then reactivate the plugin and try creating a new link. This forces Pretty Links to re-initialize the database.
SELECT * FROM wp_options WHERE option_name LIKE '%pr%';
If none of the above work, please open a support request.