As mentioned in the error, the game makes a folder with some log files. Especially the error.log and the output log (player.log on Mac and Linux) is useful to figure out what's causing it. To find it, go to the game in your Steam Library, open Properties and find Local Files to open the folder where the game is installed. That will hold the folder with the date of the crash.The guide snowflitzer linked has some suggested sites to upload the logs to, since we can't attach files here on Steam.
Originally posted by VICFire: Man everyone talks about the Output_log but it physically does not exist anywhere on my computer. I'll also mention that I am running no mods as it's a completely fresh install of the game.
The game always creates the log when you click Start in Steam. Open "Properties" for the game in Steam, go to the tab called "Local Files", then click "Browse Local Files" and go into the Cities_Data folder.