Normally this error message appears when we receive an error from openvpn.exe (the VPN client).
Solution
1. Try to select from the list of countries another server (change the country) it might be an issue on the server side.
2. As a last resort, you can try to reinstall the Avira Phantom VPN product.
Note
To get in contact with one of our technicians, please open our official support page and scroll down to "Contact Avira".