Hey.
As not many people have mentioned an error similar to yours, we can safely say that there's something wrong on your end, not with the game servers. It may be that you need to re-add grand fantasia to your antivirus/firewall whitelist.
Generally, lag can happen due to being in an over populated map, try playing the game on a lower graphical setting, and ensuring your video card drivers are all fully up to date.
Also make sure you don't have a large number of programs running alongside GF, either taking up system resources or connection bandwidth.