Ensure the router WiFi 2.4Ghz band is using WPA2/3 security and is 802.11b/g/n compatible and see if that allows setup. Also try wiring the speaker to the router to begin with as it maybe having some difficulties getting updates.

When it’s been setup/updated see this link to add your WiFi credentials to the speaker and switch from wired to wireless mode:

https://support.sonos.com/s/article/3209

Also ensure your Sonos controller mobile device meets the following system requirements:

• iOS 14 and higher
• iPadOS 14 and higher
• Android 8.0 and higher (Not supported on Chromebooks)
• Fire OS 7 and higher