I never had that issue when I started mine. But mine ended up being local and only people in the house could connect to it. But I didnt use SteamCMD. I used the valheim dedicated server and just ran that when I played. But it took a little while to get it up and running. Also you need to update the server files through steamCMD or the valheim dedicated server. I can't really give you a bunch of tips. Except to look into some videos. Maybe somebody else can help.