I don't know when this issue was posted, but I bought a Roku and tried connecting to my wireless network today with similar problems. After trying the right password multiple times, unplugging the Roku device, and router, and resetting the network stack without success; I connected the Roku with an Ethernet cable to my router.
I created a Roku account and tried to see if I could sign into the wireless network from the app on my phone. Unfortunately, I could not find the network settings on the app. What worked for me was attempting to connect to the wireless network on my TV screen while the app was open on my phone. I chose the network on the screen and it took me to the page for inputting my password, but a typing tab opened up on the app on my phone. I copied the password and pasted it and it worked.
But I saw the issue when I pasted the password. There's a metacharacter in my password and I chose it on the keyboard from the TV screen and it kept failing, but after I pasted the password; I saw that the metacharacter was placed a bit lower than that from the screen keyboard. Copying and pasting it on the app did the magic.
Is your ISP (internet service provider) Xfinity/Comcast?
well I changed the password cuz there was a small difference and it did not make any difference
Try using a password that does not contain any special characters. (if you are using a mesh network, make sure you change the password under both the 2.4ghz and 5ghz settings in the router).
Additionally, if you are using a wifi6(ax) router, make sure you have WPA2, rather than or in addition to, WPA3 as the security protocol under your "Wireless Security" settings in your router. (only certain, newer Roku devices can use the wifi6(ax) and WPA3 protocols and the 3941 model is not one of them.
Finally, if still a no-go, try connecting the Roku device to a mobile hotspot (if available to you), and see if the device can connect to that. This will help test the hardware of the Roku device.
Feel free to provide more info such as router model number, Roku model number and ISP if still having issues.