If you mean to join a dedicated server or a game of a friend, check if either one of you is using mods and if so, if they're up to date.

If there aren't any mods being used, check if either one of you is playing the public beta or not.

I've found that both mods or joining the public beta can mess things up a bit.

If that's not the case, verify your game files.

Thorin :)