There's a chance your computer or router's firewall is blocking the VPN connection--make sure Opera is allowed through your firewall. It's also possible that your internet provider may be blocking the connection. If you're using a laptop, try bringing it to another location and connecting to a different provider (such as one at a library or cafe). If you can connect to the VPN, the problem is your internet provider. If not, try selecting a different region in your VPN settings to see if that helps.