If you cannot connect to your friend(s) when trying to play online it is likely that one of you is encountering NAT issues.

To ensure a connection can be established, you and your friend(s) might have to change some of your NAT settings. 

Please follow the links below based on the platform you are using: 

[NAT settings PS5]

[NAT settings Xbox series X/S]

[NAT settings PC]

We advise that all players experiencing the “GS3-NF-40” issue take the aforementioned steps, but it is especially important that the “Host” or “Party Leader” take these steps even though she/he will not get a “Connection Failed” popup. 

In addition to making sure that your NAT settings are configured correctly, you might also have to forward a select number of ports on your network router(s). The process of forwarding ports is different for each router manufacturer.

Here is a general guide on port forwarding:

The ports that you need to forward for Goat Simulator 3 to work correctly are: 
TCP: 8571 
UDP: 8571