If you are getting this error, just follow the steps below to fix it, and then retry

Right-Click on the monitor or Wi-Fi icon on the bottom right-hand corner. Then Click on “Open Network and Sharing Center”

Click on “Change adapter settings” .

Right click on the VPN connection and go to “Properties”.

Go to “Security” tab. Here select “Allow these protocols”  and check the top 3 boxes.
  • Unencrypted password
  • "Challenge Handshake Authentication Protocol (CHAP)" and deselect all others.
  • Microsoft CHAP version 2
Click ‘OK’. Now your L2TP VPN connection is created and all traffic will be encrypted.