@Slav
If you are using the "Roku supplied power adapter" and getting this message, I would try another power adapter. (any 5volt, 1amp cell phone charging adapter should work).
If the issue persists, then likely a faulty Roku device.
If under a year, should qualify for warranty replacement. https://support.roku.com/article/208757058
Edited to add ... Just caught the device is a couple of days old. Just return it for a refund (30 days for cash refund) if the culprit is not the power adapter.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
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