Provide users potential reasons for errors with Jenkins Integration

doc/integration/jenkins.md

@@ -179,6 +179,17 @@ to integrate GitLab and Jenkins.
 
 ## Troubleshooting
 
+### Error during GitLab configuration - "Connection failed. Please check your settings"
+
+If you get this error message while configuring GitLab, the following are possible causes: 
+
+- GitLab is unable to reach your Jenkins instance at the address. If your GitLab instance is self-managed, try pinging the 
+  Jenkins instance at the domain provided on the GitLab instance.
+- The Jenkins instance is at a local address and is not included in the
+  [GitLab installation's allowlist](../security/webhooks.md#allowlist-for-local-requests).
+- The credentials for the Jenkins instance do not have sufficient access or are invalid.
+- The **Enable authentication for ‘/project’ end-point checkbox** is not selected in your [Jenkin's plugin configuration](#configure-the-jenkins-server).
+
 ### Error in merge requests - "Could not connect to the CI server"
 
 This integration relies on Jenkins reporting the build status back to GitLab via