Troubleshooting network issues
If you're stuck on Bisq's initial loading screen for a while and then you are shown a screen about Tor it is probably because you ISP or network provider is actively blocking Tor.
Tor is actively working against these ISPs that block it by providing bridges. These bridges help you hop into the tor network through a not so known node. You can either know someone who runs a bridge and ask them for the details or you can go to https://bridges.torproject.org/bridges to get your own.
They look like this, and should be inserted in Bisq's Tor screen:
Note that the picture is only illustrative, the Bridges shown will vary on your IP range and a series of other factors (see more about how the Tor Project team optimises the list of bridges for maximum uncensorability here).
Other Known connection issues
Forks of Bitcoin(the codebase) in the same computer
Some forks of the Bitcoin repository (i.e. Litecoin, Dogecoin and many more) are known to affect Bisq's connectivity setup. These forks are still recognized by Bisq as a local Bitcoin node and thus Bisq attempts to connect to them but stays endlessly trying to find Bisq related transactions in Litecoin blocks, for example. That will never work :)
When you have these altcoins running in the same computer as you're running Bisq, please completely switch them (the altcoin nodes) off, turn Bisq on and let it load completely; only then you can turn the altcoins back on.
Tor Bridges that don't work
Some network administrators try really hard to block any Tor activity in their network (Universities in particular) and go as far as blocking specific types of SSL traffic & handshakes.
When that happens you can use a VPN to connect your computer to their network and then have Bisq use Tor from within the VPN tunnel to connect to the Bitcoin network.