I tried to setup my Roku but the device has a flashing light on the Let's get started screen.
Anybody able to help?
There have been several "SE" models over the years. What's the model number written on it somewhere?
By "flashing light on the let's get started screen" I assume you mean the light is on the Roku device, not on the screen. Do you get any response when you press a button on the remote? If it didn't come with a USB power adapter, try a different one than the one you're currently using.
Model No: 3930X
Yes the Roku device has the flashing light.
I've tried several different power adapters, multiple HDMI cables, countless sets of batteries.
Im likely just going to return it at this point.
After all you've tried if you're getting no response from the remote then it's probably best to just return it. Sometimes you just get a lemon.