I can't play multiplayer

Put the summary of the bug you're having here

What I expected to happen was...:
I was supposed to be able to access multiplayer
What actually happened was...:
When I went to install Minecraft for the first time on my computer, I tried to go to "multiplayer", but when I started, a message appeared asking whether to accept or deny, so I clicked on deny, because I didn't know what it was, So now I can't play with more than one person.
Steps to Reproduce:
1.
when you click on multiplayer for the first time when you install minecraft, a message appears asking whether to allow or deny
2. 
Now click deny