Mainly thanks to people online from forums and such. The easiest way to fix it is this
How to Fix “Cannot find 800x600x32” Issue (Step-by-step Tutorial)
1: Download ” Silent’s ASI Loader ” (Remember to have Winrar installed to open the folder)
2: Download ” DOWNLOAD SilentPatchSA” from this link
Go to where GTA San Andreas is installed in Steam, which you can easily find if you right click the installed game and click Manage and then Browse Local Files.
3: Drag all the files inside Winrar to the root of GTA San Andreas folder. And it should work if you click the game now!