Diagnosis
The eero is stuck in its boot sequence. The most common cause is a bad initial handshake with your modem.
How to Fix It
Power everything down. Unplug your modem and all eeros. Wait 30 seconds. Plug in just the modem. Wait for all its lights to settle. Now plug in only the single eero you're trying to set up as the gateway. Use the short ethernet cable it came with to connect the eero's WAN port to the modem. Open the app and try setup again.
If That Didn't Work
Your modem may be in a bad state. Find the modem's reset pinhole. Press it for 10 seconds with a paperclip. This factory resets the modem. You will need to re-enter any ISP credentials. Then restart the entire sequence from the top.
Heads Up
Never connect the eero's WAN port to a LAN port on another router. That creates a double NAT. The gateway eero must connect directly to the modem.