Here are the correct steps to follow (see below link). I would initially start by wiring one standalone Sonos device to your router and then power-cycle the others and then follow the instructions to add the new WiFi credentials to all your Sonos products.

https://support.sonos.com/en-us/article/connect-sonos-to-a-new-router-or-wi-fi-network

Curious as to whether you have a Sonos PLAY:1 or a Sonos One, there is no Sonos 1. 

Have you connected whichever one you have to the router with an Ethernet cable? How is it normally (currently) connected? Which channel is your router using? 802.11 b/g/n, or something else, on 1, 6, or 11? What kind of network do you have? Are you using 2.4 GHz, or 5 GHz, or both? Is this BT some sort of mesh network, or a single point device?

Please continue to avoid doing a hard reset. Until we know what might be happening, it would only erase information that Sonos could use to help you.

Edit: Ken continues to type faster, and is probably not enjoying the Commanders beat the Cowboys. 

Thank you. Those are the instructions I am following. I just have a Sonos 1, version 2 with built in Alexa. I can get all the way to connecting the Sonos with the phone and then i am prompted to put in the router password but it won’t connect to it and I get the prompt that says ‘problem connecting your Sonos One to “”. I can click on ‘more information’ and the page mentions about ghz networks and Wi-Fi security types but I have no idea how to check or change those settings, presumably on a router. The BT router is a standard out of the box one, a direct replacement for one that broke before which the Sonos was connected to before. I only have the one Sonos speaker. What is the reason to avoid a factory reset? Thank you. 

Thank you. It is a Sonos One. It was connected to my previous identical router, which broke so I replaced it. It is connected via WiFi. I have no idea on channels, GHZ etc etc. It is a standard router out of the box. 
 

I just have a Sonos One, version 2 with built in Alexa. I can get all the way to connecting the Sonos with the phone and then i am prompted to put in the router password but it won’t connect to it and I get the prompt that says ‘problem connecting your Sonos One to “”. I can click on ‘more information’ and the page mentions about ghz networks and Wi-Fi security types but I have no idea how to check or change those settings, presumably on a router. The BT router is a standard out of the box one, a direct replacement for one that broke before which the Sonos was connected to before. I only have the one Sonos speaker. What is the reason to avoid a factory reset? Thank you

Did you wire one speaker to the router and power-cycle the others? Maybe try again, but put your phone controller connected to the routers 2.4Ghz band and see if that resolves your issue (that’s assuming the two bands are separate). As it’s a BT router, I would ensure it has the latest firmware update installed too.

I only have one speaker.  I ended up doing a factory reset. This worked perfectly.

I was running into that same problem with getting to entering the password for the new wifi, and just getting a generic error message (this with a Sonos 3). Various setting on the router, such as separating 2.4 and 5 bands, made no difference. Finally connected Sonos by cable to the router. The Android Play2 app presented a software update option for the Sonos. Waited 10 minutes or so for the update to complete. Then disconnected the cable and reset the wifi to the new. The first time around it reported success, but no change. The second time through though it said I should wait a few minutes for the wifi update to complete … and it worked.

This only wasted about 3 hours. The “something went wrong” screen on the Play2 app was just useless with its suggestions. But it does look like for the software on the Sonos itself, they’ve improved wifi capability.

What is a Sonos 3? Is that a PLAY:3?

What is the Play2 app? Is that perhaps the S2 Sonos controller?

Right. I should have written Sonos S2 (Google Play also offered S1).

New BT Router installed. Went through all these steps described here, and on Sonos Support, but still unable to connect Play 1. Did the factory reset (see Sonos Support) then removed the Sonos App from phone and re-installed it. Went through set up procedure and all working well now.