This happens when the PSN is down, slow or part of the service are down.
I believe that the game tries to connect to the PSN every time and while you can not connect, you can not do anything in-game.
The only way to solve it is in the PS4 settings. network > turn off network, until PSN is back up and running.
You can check if PS4 is up with the playstation app.
Sometimes the PSN is partially up, you can see your friends online but cannot make parties, browse the news, ps store, etc.
Then the game can not get the connection....
It's best to turn off the network until everything is back and running 100%.
So can play without problems