Why can't i play multiplayer on minecraft?

I can't play offline just fine, & I have a good internet connection but when I click on multiplayer nothing shows up & if I try to create my own server it says I have no connection which is bull because if I didn't I would be asking this question tight now I've got all the java downloads required I've even downloaded the MC server download from the website & I've run it while trying to connect, that doesn't work either I payed $22 bucks for the game & I'm feeling like I got ripped off my cousin &friends have no problem connecting & playing but for some reason I can't! I don't know if this is relevant but I've got a windows 8 pc but I've already downloaded the java software for me to e able to play please someone help me I really do love minecraft its a good way for me & my friends to stay connected since we've all got jobs & other responsibilities we don't't have time to meet up anymore