Your Wi-Fi network configuration prevents devices from communicating with Chromecast. In order to resolve this issue, you will need to disable AP (access point) isolation -- also known as 'Client Isolation' or 'Guest Mode' -- on your router. Please refer to your router documentation to learn how to disable AP isolation.
If you do not have access to your router settings, or if you are attempting to connect through a guest, hotel or public network with AP/client isolation, you will be unable to set up your Chromecast.
If you are attempting to connect through a Wi-Fi extender, please check your extender settings. You will need to disable AP isolation on your Wi-Fi extender before setting up Chromecast to work with your Wi-Fi network.