I'd suggest restarting your internet connection if, at all, possible. That message comes up when the connection is reset or has a loss of connection for more than 3 seconds. Bungie could have made it around a second or two of no connection, but last I heard it was closer to 3 seconds for typical timeouts. Hope this helps!
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Thanks. It's an unusual error. I'm able to get all the way to the character selection page, then I get the error after choosing a character.