It’s okay, a firewall is a network security system that monitors and controls incoming and outgoing data, it’s sort-of like a barrier, and if something isn’t labeled as secure (such as some unknown fan-made piece of software that try to reach the internet) it may block it.
I don’t know if that’s the source of your issue, tho, I’m just guessing here ^^ if you have windows, in your control panel there should be a “security” section with firewall options.