The majority of issues new users experience when first using Multi-User can be solved with a few quick checks.
Update the multi-user addon to the latest version
Make sure to allow Blender through your firewall
Your firewall may have additional settings like Ransomware protection, or you may need to enable both Blender and Python on private and/or public Networks
Solve problems with your connection quality
Minimise the use of large textures or file sizes
Use the #support channel on the multi-user discord server to chat, seek help and contribute.