"Cannot connect to game session" for singleplayer game

[Leroy]

Menu up top says single play but if i try to New game it says i cant connect, i cant try playing multi because it is greyed out. Just got game and i cant even play it
dont see what it has to connect to if i want to play single player tho

[The Ranger]

Easy mistake to make. I did it the first time as well. You need to click on "Begin Game", which is right under the "Single Player".
Good luck and have fun