Yeah, I log off and on and disconnect and reconnect and leave it alone for minutes or hours....

*sigh*

I will keep trying.

As Sluggs said, the first thing to do is to completely exit all other bandwidth eaters. This includes streaming music and messengers! You can pull them back up later.
Then start TEF again.
Sometimes it takes a long while (5 minutes and longer!) to connect. You can try a number of things to help speed up the process:
Press the "moo" button repeatedly (the button with mist coming from the deer's mouth)
Run around and jump
Run in and out of the pond so that you turn into a frog and back
Kneel down and pray in front of the Twin Statues

Of these actions, praying and mooing seem to be the most effective. Put moo on a hotkey and moo moo moo! I will usually alternate between praying and mooing - pray for 3 seconds, stand up, moo, and kneel again immediately.
If you notice a pictogram occasionally 'fly' into yours at the bottom of the screen, it's working.

If you are partly connected (your pictogram appears, but there are no users) and nothing above helps, open your menu and go to Network. Disconnect and wait for the game to connect again (you may need to encourage it by clicking "connect" a few times). As soon as your deer has its picto, exit the menu with esc and start moving! Repeat the above process.

If you still don't get the game to connect within about 3-5 minutes, close TEF completely by clicking the X on the action menu or choosing "Quit" in the main menu.
Start over again.

It's extremely rare that this process does not work for me after that point. If you still cannot connect, however, give your computer a break (or even try restarting it completely), and try logging into TEF again later.

Aivilo: Alright! Tricks and tips! You rock, thank you, I will try all of this.

I dont have anything else running though. Never do. I am a TEF purist. (;

Also: Hotkeys. I have wondered about those!! How do I set them???? I want button mashing.

Everyone else: You all so Sweet for helping. Thanks for the encouragement. I bet you all know how frustrating it is to get cut off from the forest!!!!