Help getting started with Roku devices, including setup, connecting your device to your TV, linking a Roku device to your account at my.roku.com/link, adding channels, subscribing to services, and more.
An SSID is just the name given to the Wi-Fi network (or hotspot). In the list of networks to connect to all those are various SSIDs. You don't say what model Roku you have, but there's usually a pinhole somewhere that you can insert something like a paperclip to depress the reset button. With the power connected, press that button for no less than 30 seconds while ignoring anything happening on the TV screen. I'd try the hostspot again first if it shows up. If it doesn't, make sure your phone's hotspot feature is enabled. If it still doesn't work after all that, I'd return for an exchange if possible.