This behavior is often caused by a failure of the GoTo download process. If you are on a mobile device you'll want to pre-install the app there. If you're on a desktop, then try using a different web browser instead.
If you are using a supported operating system, then it may also be your firewall or security system. Here are a couple of reference documents that will help:
If you still cannot get connected, then you may consider using the Web App instead: https://support.goto.com/meeting/help/what-is-the-web-app-g2m090016