Solution:
1. If you want to open your own room with a cave, just wait a while (it takes a long time for the client to call the server to create the world for the first time). If you can't join the game, you can search by room name or restart your friend's steam.
2. If you don't want to bring a cave, please turn off the underground world option when creating the world (the latest version seems to be selected when creating, but it was in the game settings before, so see for yourself).
3. If there is a password, it is wrong. If something else pops up, you can't connect (the server seems to be unresponsive). Please restart the game and game platform by yourself.