Running Windows 10, Visual Studio 2015 Community, I build Xamarin Forms app from scratch, compiled and ran targeting Windows. I didn't modify anything. Just out of the box, new->compile->run
Immediately got the error above.
I resolved it by manually adding a reference to System.Window.Interactivity in the Windows solution.
Just sharing because I first searched for a solution before simply trying to add a reference and didn't find anything.