Every morning when I turn on the Roku unit with remote the TV comes on but the screen is black. I have to remove power from the Roku unit by unplugging the power supply from the unit and then plug it back in and the Roku unit will start and be fine all day. This mostly happens when it is turned off over night and then turned back on in the morning.
First, the power button on a Roku remote only controls the TV. The Roku remains on. However, with default settings, your Roku probably enters power saving mode (goes to sleep) after 20 minutes of inactivity. After you turn on the TV, you should be able to wake the Roku by pressing something like the Home key.
If you don't like that, or that doesn't fix the problem, you could try turning off the auto power savings:
Settings > System > Power > Auto Power Savings
Your Ultra is probably in "power saving" mode. You can turn it off in Settings->System->Power, but pressing the Home button on your remote a couple of times should awaken it. Keep in mind that the power button on the remote is only for the TV - Roku devices don't turn off.
Edit: Oops! I don't know how I missed Strega2 's fine response.
