That means that there was a fault "somewhere" in the route, but it's difficult to tell where. Maybe it's your computer, network card, ISP, internet connection across the world, or the server itself, there are really many factors that can go wrong. And even then, maybe it was just a temporary problem already fixed.
If you got the error just once, I would not worry about it, probably a one-time glitch in the infrastructure between the server and you. But if you keep getting that message, sure there is something wrong. To check, maybe you can ping something else, a completely different server just to see if the problem is on your side or on theirs.