I think you can ignore that error for now. If it happens again try either updating your Graphics drivers or restart the computer.
Regarding your multiplayer issue, I am assuming you are trying to connect to someone who is acting as host. That person probably doesn't have their Internet connection properly configured. You should ask that person to look into something called "port forwarding". This is a quite common recurring subject on this forum. You may want to look around a bit in this section (for example here).
It could be your internet connection or the person's internet connection. If there is a lot of people on the same internet it slows by a lot. You can test this by trying someone else's internet and joining their world to see if it's something wrong with your game or with your internet.