You don't say what model Roku you purchased.
Roku models Express, Express+, Premiere, and Premiere+ are budget models and cannot connect to the 5 GHz wifi band, only to the 2.4 GHz band. If you have one of these models and a dual band router with both 2.4 and 5 GHz bands, be sure the router's 2.4 GHz band is turned on.
There have been a number of reports lately of people that have routers supplied by their Internet Provider having their router's 2.4 GHz band disabled. They've had to have their Internet Provider re-enable the 2.4 GHz band, or even swap in a new router.
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