Can you please check the Server Address/User Name/Password/Port/Protocol are correct or not?
Can you re-create the error with other SFTP server?
If they are all correct, we need the following information to re-create the issue.
1. FTP server OS (windows or Linux?) and version.
2. FTP server application name and version.
3. Screenshot of the error message (You can hide sensitive information or send the screenshot to email@example.com