<p>What does it mean:
"First-chance exception at  in : 0x000006BA: The RPC server is unavailable"
?</p>

<p>this debug message appears in Debug output of visual studio debugger when I using socket connection, but I don't know what operation initiates this message...</p>

"First-chance exception" occurs when the exception is thrown, before anyone catches it. Usually, these are benign, and can be ignored (because someone is going to catch it).
You can get the debugger to break when the exception is thrown, whether or not someone later catches it.
In Visual Studio, this is done by choosing Debug / Exceptions and putting a check in the "Thrown" column for the exceptions you're interested in. Then, when the exception is thrown, the debugger will break at the relevant place.
Note that you might end up in the middle of nowhere (i.e. in disassembly), so make sure that you've got your debugging symbols configured correctly.
Also note that some exceptions aren't in the list by default, so you'll have to click the "Add..." button in that dialog.