Are you located outside the US? Rokus so!d in the US are supposed to include a USB power adapter but I've read here that it may not be included in sales in some other areas.
If you don't have a Roku adapter handy, any other you have from another device should work as long as the fine print on it says it outputs at least 1 amp.
You MAY be able to power your Roku by plugging the power cord into a USB port on your TV, but be aware that the USB ports on many televisions only supply 0.5 amp or less, which is not enough to power a Roku reliably. It may appear to start up okay, but when it runs into something that requires more power than the tv's USB port can provide, something's got to give. Frequently this results in shutting down the stream you are viewing and exiting back to the Roku home screen.
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.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X