Second device I buy same issue. After updating software it goes back to let's get started screen. Tried several times and no luck.
Are you using the supplied power adapter or the TV's USB port for power? If the latter, try the supplied power adapter.
Try using the included power adapter and plug into a wall outlet rather than the TV USB port if so doing currently. If the power port on a TV is underpowered, it can cause wonky behavior with the Roku devices.
That could mean that the software update did not complete successfully.
When the setup fails to complete after the software update runs, here are a couple of things that some people have found to work for them. They may not be universally successful, but they are worth a try.
Easiest to try, so try this first: Restart your router, even if other devices have no trouble connecting. When your router has completed its startup, try repeating your Roku setup.
More involved: Repeat the setup by connecting to a different WiFi network - perhaps via a WiFi hotspot on your mobile phone or by taking it to a friend's house - and see if it will complete the startup. If successful, then redo the WiFi connection to use your intended WiFi network via Settings > Network > Set up connection.