About 50% times my new Roku streaming stick threw the "Can't connect to your wireless network" error when powering up. The network settings were not changed and they had worked in the beginning so I suspected that it was not due to the network settings.
My Roku streaming stick was getting its power via the USB port of the TV set.
It turned out that the problem was the supplied USB cable. It was too long to deliver enough power to the Roku streaming stick. After switching to a 1/3 shorter USB cable, the connection problem was gone. It seemed that there was too much power loss on the longer cable.
If you encouter the 014 connection error too, maybe a shorter USB cable is the answer.