Diagnosis
The app can't establish an initial connection. This is usually because your phone isn't connected to the router's default setup network, or there's a temporary Bluetooth glitch used for discovery.
How to Fix It
1) Manually connect your phone's Wi-Fi. Go to your phone's Wi-Fi settings. You should see a temporary, open network named something like 'TP-Link_XXXX' (the X's are numbers). Connect to it. 2) Once connected, go back to the Tether app—it should now detect the router. 3) If you don't see that network, make sure you're plugging the router's WAN port into your modem after the setup is complete, not before.
If That Didn't Work
Force close the Tether app completely and reopen it. Also, ensure your phone's Bluetooth is turned on, as the app sometimes uses it for the initial handshake. As a last resort, you can set up the router using a computer by connecting to it with an Ethernet cable and going to tplinkwifi.net in a browser.
Heads Up
If the router was previously set up, you won't see the default setup network. In that case, you need to do a factory reset (hold the reset button for 10 seconds) to get it back into setup mode.