contact support@roku.com or return it. If it's connected to the tv usb it might be your tv USB doesn't support the unit. If it's an adapter plug in, the adapter couldbe defective, however in my case replacing it did not work...They send me a new roku device.
This is what they posted to me on message and support contacted me and send a new device:
@ladyh
Thanks for the reply.
I have passed along your information and concern to our Support team. I'd recommend keeping an eye on your email since they'll be reaching out to you from there.
Your patience and understanding are greatly appreciated.
All the best,
Kariza