If you are still having this issue, I would start with the wiki's instructions on starting a multiplayer game to make sure you haven't missed a step:
Multiplayer is an optional game mode in which 1–8 players can join the same world through split-screen, over LAN, or by IP address. Multiplayer is available on the PC (Linux/Mac/Windows) and console (PS4/Switch/Xbox One) versions, but not on mobile (iOS/Android) or PS Vita.
stardewvalleywiki.com
If the wiki doesn't resolve it, I would next recommend this guide:
www.stardewvalley.net
And if you are still having trouble after that please mention so here, with any relevant details!