The causes of the problem can be very different. It all depends on what type of VPN you are using and for what purposes.
First of all, make sure that the VPN client was installed exactly as indicated in the instructions; reinstall the client, re-enter the login information.
It is possible that you cannot connect to one specific website, especially if you see that your VPN is working fine and other websites are available. Try to clear the cache in your browser (Ctrl + F5). Restart your computer just in case.
DNS settings can also interfere with the loading of certain sites.In addition, the site may not be accessible from your chosen VPN server due to geographical restrictions. Try changing the server country.
Also check if VPN really changes your IP address. To do this, go to the site: https://ip-locations.org/
with VPN turned off and remember the IP and location. Then turn on VPN and check if they have changed. If not - obviously, your VPN uses non-working proxies. In this case, the optimal solution would be to simply change the VPN provider.
Firewall and anti-spyware software can affect VPN performance. In antivirus software, vpn restrictions can also be set by default. Firewalls are usually not a problem. However, some older versions do not work properly with a VPN connection. To find out if this is your case, temporarily turn off the firewall and try connecting to the VPN server again. If the problem is related to the firewall, you may have to open some outgoing ports, which may vary depending on the VPN and the firewall software.
You can try disabling the security software and try connecting to the VPN client again. If this does not help, try adding the VPN client as an exception to the firewall and antivirus software and unblock the ports commonly used to connect the VPN: TCP 443, TCP 1701, and TCP 1723.
You can also use the methods for solving problems with VPN described in this article: