Make sure you've selected the correct source/input on your TV. Try another HDMI input or another HDMI cable. Make sure the light on the Roku illuminates when you plug in the power. Try it on another TV if possible.
If the above suggestions don't work for you ...
If you're powering your Roku by plugging it into a USB jack on your tv, it may be one that is only powered when the tv is on. If so, the Roku will have to start up when you turn the tv on, and if the tv boots up and checks the HDMI port before the Roku is ready to respond, the tv will report "no signal". Try switching the tv to a different input then back to the HDMI input the Roku is on -- this will force the tv to check the HDMI connection again. If that gets things working, that confirms the cause.
The ports on many televisions only supply 0.5 amp or less, which is not enough to power a Roku reliably, even if you can get past the initial "no signal" upon startup problem.
It is recommended that you power your Roku device via the power adapter that came with it, plugged into your house power. If you no longer have the USB power adapter that came with your device, you may have another one handy from another device that can be used -- just make sure the tiny print on it confirms it has a 5 volt dc output of at least 1 amp.