UserId not set

Hi. I've got this error when try to run Photon Unity examples on Photon server:

Operation failed: OperationResponse 226: ReturnCode: -2 (Join failed: UserId is not set, checkUserIdOnJoin=true expects a UserId.)

When I use Photon cloud everything is fine. I'm new to the network stuff. Want to learn this by the examples. Please help!