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If you are getting an error code or message, refer to this link for common Roku error codes and their recommended actions: How to connect your Roku® streaming device to the internet using Wi-Fi® or Ethernet
Furthermore, if the affected device is either a Roku Express or Roku Premiere, please note that they are only compatible with wireless b/g/n networks on the 2.4 GHz spectrum. Ensure that your hotspot is broadcasting a 2.4GHz Wi-Fi network for the device to connect to. You can check your device model by navigating to Settings > System > About.
Hope this helps! Let us know if you have any other concerns.