During setup, the Google Nest Thermostat will use Bluetooth to communicate with your phone and the app. If there's a problem, follow these steps.
This article only applies to the Nest Thermostat and Nest Learning Thermostat (4th gen).
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How to tell which thermostat you have
1. Check your phone's Bluetooth
a. Check that your thermostat is on. If the screen is off, turn it on.
b. Make sure that your phone's Bluetooth is on.
c. If Bluetooth is already on, turn it off for a few seconds to reset the connection.
d. Switch Bluetooth back on and try connecting to your thermostat again.
2. Move closer to your thermostat
Bring your phone within 30 cm (12 inches) of your thermostat, and keep it there until setup with the app is complete.
3. Disconnect other Bluetooth devices
Other Bluetooth devices can prevent your thermostat from connecting to the app.
a. Go to your phone's Bluetooth settings 
b. Remove any connected devices. You can reconnect them when you're done with the thermostat setup.
c. Try connecting to your thermostat again.
4. Check the thermostat batteries
Double-check that you've removed the battery tab and that the batteries are properly seated.
- Pull off the thermostat display and remove both batteries.
- Make sure that there isn't a leftover piece of the clear battery tab.
- Put the batteries back in, the display should turn on when the batteries are seated properly.
- Press the thermostat display back onto the base until you hear a click.
- Try connecting your phone to the thermostat again.
5. Check for wireless interference
In rare cases, interference from electronics (other Bluetooth devices, microwave ovens, etc.) can block a Bluetooth connection. Turn them off until you're done with the thermostat setup.