When your delegated authentication fails, you are presented with the error message as in this article title. Below are a few steps to troubleshoot when you face such a issue.
Verify that your internal server hosting the authentication service is up and running. You can identify the server by checking the SSO page under setup.
Do you whitelist Salesforce IP's access to your internal server? If yes, check this page to make sure no new IP's were added to the list.
Check the Delegated Authentication Error section under setup.
If you see an error message as below, make sure the certificates are updated on your internal server. Here is an article with more details and list of certificates approved by Salesforce - Click here
javax.net.ssl.SSLPeerUnverifiedException:
sun.security.validator.ValidatorException: PKIX path building failed:
sun.security.provider.certpath.SunCertPathBuilderException: unable to
find valid certification path to requested target