Part 2 of Step 4 on the WiFi route has the message:
Important: Your SSID must not contain spaces or special characters.
That's OK, my SSID doesn't. I went through the process (NB, unhelpful after recommending using phone to connect to button in the first place, that the page for entering the SSID and password has save button at far right, offscreen if you've zoom
I found save, touched it, power-cycled the button.
Meanwhile got stuck on the authentication code issue. But puzzled by the lights. Trying to solve the authentication code issue, stumbled on this site, where an item in the known issues list says that the button can't handle spaces etc in SSID or password. Uh oh.
The message on my.bt.tn should be adjusted to clarify this.
Thank you for notifying us, we'll change the text in getting started right away.
The SSID/password special characters issue is an unfortunate shortcoming in our Wi-Fi chip vendor's firmware. We have had to write a new Wi-Fi setup tool, and it will be available as over the air update in March 2015.