That error seems a little bit too generic to conclude anything. This is a list of check that you can use:

• Make sure that the NeoLoad certificate is loaded in your browser. See NeoLoad documentation here.
• If you use a client certificate to connect to your application, load it in NeoLoad. See documentation here.
• Check the SSL version used by your application. Without NeoLoad, you can use chrome and see the SSL version needed.
  Depending on the SSL version, you can modify the <NeoLoad_install_dir>\conf\controller.properties file accordingly. See [General] section. Restart NeoLoad after any modifications.
• NeoLoad uses JRE 1.7.xx version. SNI extension is disabled by default. With some servers, it is needed. Edit <NeoLoad_install_dir>\bin\NeoLoadGUI.vmoptions and switch the SNI option from "false" to "true". Restart NeoLoad and try again.

I hope that all these information will help you to fix your issue.