That message seems to be unrelated to certificates. It is telling you that either you have entered the wrong URL, or your server isn’t even running. Of course, the server could refuse to start if it can’t read the cert files you’re pointing it towards
Also, adding the self-signed certificate to the JVM trust store should not affect the startup of the web interface itself. However, each system or application connecting to the Graylog server (like Sidecar Collectors and other Graylog cluster nodes) will in fact need to have the self-signed cert trusted.
Mind you, this means that if you have a Graylog cluster of 1 master and 2 slave systems, you will need to ensure that each of these three hosts trusts all three self-signed certificates. And worse, if your Sidecar collectors will be talking to each of these three hosts, then you will also need to add the certs to their trust stores.
Self-signed certs are a quick way to heck, as far as I’m concerned. If this is a quick test environment, by all means disabled certificate validation. But if this is for production use, I would seriously recommend adding official certificates!