It’s most likely caused by your firewall or internet router blocking your connection. PPTP needs TCP port 1723 and IP Protocol 47(GRE) allowed/forwarded to work.

Try these steps...
  1. Temporarily disable your firewall on your computer and see if the VPN now connects. If the firewall was causing the problem you will need to allow TCP port 1723 and IP Protocol 47(GRE).
  2. Some routers have a feature called VPN Passthrough that needs to be enabled. The setting can usually be found in the firewall setting or security settings of your router.