After researching and going through google, I got a little bit about Port Forwarding.
My ISP is such a loser that it wasn't unblocking my ports so I had to do it on my own.
IMO, ISPs most of the times blocks some specific ports which cause you hosting a local server on your PC and other players can't connect to your server. So, forwarding/unblocking the ports on your router enables you.
I came across this guide which was really helpful for me understanding it.Source Url