What is a "failed to create a symbolic link: file exists" error?

This is a classical error... it's the other way around:

ln -s Existing-file New-name 

so in your case

ln -sv /media/mariajulia/485f3e29-355c-4be3-b80a-1f5abd5604b6/mariajulia/Downloads/saga..doc ~/Documents/saga 

should work. Note though:

1. if ~/Documents/saga exists and is not a directory, you will have the error too;

2. if ~/Documents/saga exists and is a directory, the symbolic link will be ~/Documents/saga/saga..doc (are you sure about the double dot?)

3. if ~/Documents/saga does not exists, you symbolic link will be ~/Documents/saga (as it is, no extension).

I have same error message
when redirecting

ln -s /usr/bin/nodejs /usr/bin/node

from node.js v0.10.25
to node.js v4.2.3
so I look at man ln and use

[OPTION] 
-f, --force
          remove existing destination files

This is work as I expected.

As @Rmano responded in his answer the arguments were in the wrong order. I made the same mistake pretty often too. Thus I found a

Fool-proof way to create symbolic links

First go into the directory where you want to create the link

cd ~/Documents/saga

Then create the link with a single argument.

ln -s /very/long/path/to/target/Downloads/saga..doc

This will create a link to the current directory with the same name as the target.