I don't think I've ever heard "gathering data" reported before.
If you are powering your Express via a USB port on your TV, try plugging it into your house power via the USB power adapter that came with it. Many TV USB ports do not provide enough current to adequately power a Roku.
If that doesn't get it, try a Factory reset to clear everything out and start the setup over again. With the Roku connected to power, locate and press the reset button (if it is behind a pinhole, use the end of a paperclip) for AT LEAST 30 seconds to initiate the reset.
Roku Community Streaming Expert I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well. If this post solves your problem please help others find this answer by clicking "Accept as Solution.".
Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X