For all the folks here telling us that their Nvidia GTX 1060 6Gb is working without problems, it should work without problems as this is a DAG size problem. The problem hits the 1060 3GB version especially in Windows 10 because this OS keeps a bit of the GPU for their in and out operation (yes even when you have made your primary GPU the processor graphics).
The DAG size is almost getting bigger and bigger above 2.48 GB actually for Ethereum and because Windows 10 keeps a bit of the GPU for its operation, the Claymore miner or any other miner cannot mine Ethereum anymore under this operating system. Nothing to do except getting back to Windows 7 or Linux in order to keep mining Ethereum until April 2019 when DAG will reach officially 3 GB in size.