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If the default server is down, Gnus will understandably have some problems starting. However, if you have some mail groups in addition to the news groups, you may want to start Gnus anyway.
Gnus, being the trusting sort of program, will ask whether to proceed without a native select method if that server can't be contacted. This will happen whether the server doesn't actually exist (i.e., you have given the wrong address) or the server has just momentarily taken ill for some reason or other. If you decide to continue and have no foreign groups, you'll find it difficult to actually do anything in the group buffer. But, hey, that's your problem. Blllrph!
If you know that the server is definitely down, or you just want to read
your mail without bothering with the server at all, you can use the
gnus-no-server command to start Gnus. That might come in handy
if you're in a hurry as well. This command will not attempt to contact
your primary server--instead, it will just activate all groups on level
1 and 2. (You should preferably keep no native groups on those two
levels.) Also see section 2.6 Group Levels.