If you see this error when trying to register, it will probably be because you are using a non-standard port, eg (8888). Moodle blocks outgoing ports to reduce the potential impact of an outgoing attack in the event of a simple compromise (as well as other things.) As a result, only traffic to http (80) and https (443) is allowed.
If you wish to register, you need to run your server on port 80 for http or 443 for https.
The error is also displayed if your site is hosted locally. Please note that only sites which are on the internet may be registered to Moodle as we cannot connect to a site locally on your computer. If you only want to use Moodle for testing things out then you don't need to put your site online and you don't need to register it. If you do want your site online to use it with students then follow instructions in Installing Moodle or you could simply sign up for a free MoodleCloud site which is already set up online for you.