Getting this too. Log in, Heavensward Title Screen, hit 'Play' and I get stuck on "Connecting to Server..." for about 20secs before an error 2002 which logs me back out. It should be auto-connecting to Gilgamesh (on Aether). Have tried 5x with the same result in the last hour.

Surprised that this issue only seems to be affecting a few of us. :/