There are so many things that can go wrong with a multiplayer game it will be impossible to give you advice without a capx. It would also help if you linked the tutorial you are referencing.
But first to confirm it's not a routing issue, are you testing locally with multiple browser windows or are you testing across a network?
Also have you done all the official multiplayer tutorials and understood them? You will find it painfully difficult to progress otherwise.
I am testing locally using Chrome on different tabs and incognito mode.
As for the tutorial I am following it is
. Here is the capx I have made.
I did follow most of the tutorials that are on the website and understood them. I didn't follow every tutorial, I just followed the first 2 (the general concepts one and the chat one). That said, like I said, I am only following what the guy does in the video, step by step. Perhaps changing a few minor things. The tutorial on the website while great to explain concepts, they aren't quite good in the "step by step" department. I learn best with a "Monkey see, monkey do" approach, then let me do my own thing afterwards.