For starters...providing more information would help .

1. What Sonos speaker?
2. What's your definition of connected?
3. How do you know it’s connected?
4. What device are you using (cell phone or tablet)?
5. Do you have Internet and WiFi?
6. How is your network configured?

also:

7. what does “not playing” mean?

And why would you not word this as a question?

8. What is the source of your music?

Different requestor - Switched to mesh router system. Sonos One set up well but Play:3 took several tries over a couple of days. I got through the process - it updated my system - and now appears on my speaker list. When I click the circle next to it and hit apply, it reads: "Cannont connect, try again later." Tried again later and the same thing. It's there but won't play music from any source - XM. Apple, Spotify. What should I do?

By set up, the Play 3 went through the connection process to the new network router - updated itself - now appears as a speaker option on the speaker list but can’t connect. The process said I was connected to the new network but it’s not responding to being selected to play along with my others.