First, I would suggest joining another game to make sure you haven't forgotten to allow jj2 through any firewalls you may have, or anything that might prevent online gameplay, and to make sure there are actually other people online at the moment. Then, open "New Game", "Party Mode", "Internet Play", "" and create the game however you would like. If no one joins in a good amount of time, it's likely that your server is pinging, and no one is able to join. Solutions for that can be found here. Also, I would strongly recommend using jj2+ because it can solve connection problems and various other issues, as well as improve functionality.