To find the information, simply open the main menu and navigate to the Social tab. There, click on Group.
Here, you will see a button called NAT Type and Connection Quality on the right. After clicking on it, you will get to a screen with detailed information.
Here it will display your NAT Type and provide you with information on what it means for your ability to play with others. For example:
If you are having issues, and you are looking to improve your connection, please have a look at our connectivity FAQs below:
Xbox One Connection Issues
PC Connection Issues
PlayStation 4 Connection Issues