sounds like something is blocking your connection to the lobby server. Are you running any kind of local firewall? One of the more common suspects.

Check your security logs to see if any attempted connections to IP's starting with 124 or 199 are getting blocked--if you see them, whitelist them (allow them full access).

Can also try testing these addresses by pinging them from a command prompt:

124.150.157.158
199.91.189.74
199.91.189.31
124.150.158.117
124.150.157.190
124.150.157.126

Those are all IP's I've seen the client use since I was back in Beta.

Can also try pinging this server name too:
frontier.ffxiv.com

It SHOULD resolve to the 124.150.157.190 IP listed above.