Hi! I’m relatively new to creating games and I was wondering if it is possible to make a game where a player can create a server and another player joins it even though they are not connected to the same LAN. I am planning to make a simple adventure game where my friends and I can explore and play together. Thanks for the help! 
Ok, back to basics: a server is a CPU (usually conglomerated as clusters) that serve to a purpose in the cloud. When people talk about “creating a server” in an online videogame, what is actually happening is reserving some space and resources in one of the existing physical servers (stacked at some place in the world) dedicated to keep the online game running. As an example, each online videogame in the world will die the day its creators stops paying for (or maintaning their own) servers; nothing of this is automatic or free.
[size=85]The servers live in flocks, crammed into cold and dark places
Here you can spot the server who is storing all this words and the entire forum, is the red-eyed and smiling one[/size]
So, yes well, it’s possible, but you will need a lot of things: you’ll need programming skills in java (at least), you’ll need money to pay for space in a server (there are a few free servers that can do the trick, but you need to know how to configure and use the specific API if available); you can set your own server online, but then you’ll need server management skills and keep the server going 24/7, etc.
Technically it’s possible, but there isn’t an automatic few-clicks way to achieve it.