When the setup fails to complete here are a some things that some people have found to work for them. They may not be universally successful, but they are at least worth a try.
Easiest to try, so try this first: Restart your router, even if other devices on the network are not having problems. When your router has completed its startup, try repeating your Roku setup.
If this is a separate Roku device, not a TV with Roku built in, if you are powering your Roku by plugging into the USB port on the TV, try powering from house power via a USB power adapter, as some TV USB ports don't supply enough power to drive a Roku reliably. If your Roku didn't come with an adapter, or if you don't have a Roku adapter handy, another USB power adapter you have from another device should work as long as the fine print on it says it outputs at least 1 amp.
Try using a different WiFi network to do the update - perhaps via a WiFi hotspot on your mobile phone or by taking it to a friend's house - and see if it will complete the startup. If successful, then redo the WiFi connection to use your intended home WiFi network via Settings > Network > Set up connection. Why this works, when it does, I haven't a clue.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X
