Are you actually on your same machine, or are these two separate machines? If it's the same machine, there really should be no issue with connecting to your own server. Port forwarding only applies if you're trying to connect out to a router and then back in.
If it's on your local machine with the server and your game, then the problem really could only be one of three things:
- Some sort of software firewall.
- Some sort of server error (try checking the game folder for any sort of error messages, or hitting tilde (~) on the server console to see if anything has popped up.
- Something strange with virtual adapters and/or adapter order on the machine. There are a few other threads talking about changing your adapter order here.
If you're on a windows OS, you might go into control panel and check the Firewalls section (or Security section, the wording varies by OS) and see if there are any software firewalls listed there that might be blocking this.
Hope that helps!