You didn't specify what model Roku you have. Assuming you are connecting to a 2.4 GHz WiFi radio, you should check your router to see if Mode B/G/N is selected, or only G/N. Some Roku devices have trouble with the G/N setting on some routers. Also, does your WiFi password include non-alphanumeric characters, such as an exclamation mark or Question mark? Sometimes those have caused problems as well.
Since you are setting up a brand new Roku, here's a trick that has worked for many people (although we have no idea why). Use an alternate Internet connection, such as a hotspot on a phone, get the Roku connected to the network, linked to your account and updated, then after the update and reboot, try your home network again. This has worked for a whole lot of people for some unknown reason.
Dan
Roku Community Streaming Expert
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