This happens sometimes and is not a cause for worry at all.
Here we have provided a detailed, step-by-step guide for troubleshooting:
We strongly recommend you try all techniques provided in above write-up. If none help then you will need to adjust your MTU settings in your Windows Registry.
If this doesn't help, try to switch protocol ie PPTP to L2TP and vice versa. In 50% cases switching protocol solves the issue.