If your like me and most people who have a router that can transmit 2.4ghz + 5.1ghz broadcasts for connecting various devices like these sonos wifi speakers, which i have a few now. I was having problems connecting on my 2.4ghz network as this is what sonos "set up" says to use. it would just sit for a while and then say "Try Again". My 2.4ghz + 5ghz have similar names (my network + my network 5ghz) After switching to my 5ghz network it would immediately say connecting but would fail and say "Try Again". I have a different password for each ghz band, so what i did was change my 5ghz network to the same password as my 2.4ghz network. It seemed that in the initial setup and connection it was using my 5ghz to connect ? so connect your phone to your 5g wifi network. (with ethernet cable attached do Alternate setup in app). I did also have to log into my router and at certain points in the set up (Hide Broadcast for 5ghz i think when i got to the wifi set up part...(switch to 2.4ghz) so many attempts i forget exactly what the process was. If this helps anyone who is having this type of setup issues...Good Luck. I love my Sonos system NOW that its up and running.
PS : Remember to change your 5ghz password back after your all done, so your other devices that were previously set up to use your 5ghz will work again.