Most likely caused by not having a way to choose the second player required for the game.
IF the internet is off, then you can't choose online play and if you don't have a second controller (mouse and keyboard is first controller on PC) connected then you can't play the game on local. So since you can't have a second player, you can't continue or play the game, as the game is co-op only.
If you do have two controllers available, then more info is required such as platform playing on and info on your system and controllers.
You do currently have two control systems connected to the unit and both are functional??