Here are some screenshot examples that you may see if your Roku device is running into a connection issue:
If you do not see your wireless network appear in the list of networks found when searching, make sure to double check that your wireless router is broadcasting a compatible wireless network. Note: Roku Express and Roku Premiere/Premiere+ (3920/3921) models support only 802.11 wireless b/g/n networks (the 2.4GHz band).
Unable to connect to wireless network: Incorrect wireless network password, etc.
Loss of internet connection:
Loss of internet connection while streaming content:
Check out the support links below for help with these error messages screens: