Possible duplicate, I just download a Android Studio Zip file like Eclipse, as I opened getting this error.
If Android Studio directly opening your project instead of setup window, then just close the windows of all projects. Now you will able to see the startup window. If SDK is missing then it will provide option to download SDK and other required tools.
It works for me.
Here's a better approach where you don't have to delete/move anything for Android Studio 3.+.
File > Close Project
.