This message indicates that you are unable to connect to the selected Battle.net Classic server.
This article explains the process of speaking to a Game Master (GM).
How to obtain new CD key files in Warcraft III
Follow the steps below if another player is unable to join your hosted Warcraft III custom game on Battle.net Classic.
Use these steps to repair file permission settings for the game folder and all enclosed files/folders.
Troubleshooting steps to resolve error message in World of Warcraft.
Unable to Initialize Error 0