How do I make a game with my friends? I can't see his games, he can't see mine.

Tried joining/inviting through steam doesn't work?

When you enter a game name prefix, be sure you're checking off the box to the left. I made this mistake earlier when I first purchased the game and tried playing with my nephew.

also be sure your characters are on the sasme new game step, if you're on your first run through and he's on ng+, you won't see each other's games, neither will you see each other if one is on ng+ and other on ng++

Also make sure he is not on hardcore or vice versa.

i have the same problem, but yesterday I could join my friend.

We are in the same steps

Last i heard i had problem's connecting to people because of my Firewall.

If you try everything and can't get it working Tunngle is an easy fix, only need to download it, make an account and join the same (private) network.
Host on LAN and you should be able to join him quite easily.

I might have to try this out. I heard about it.