TD023 means your thermostat couldn't communicate with your phone or tablet over Bluetooth, which is needed for setup. Make sure Bluetooth is turned on on your device and you're within Bluetooth range near the thermostat. I'd recommend resetting the account connection setting on the thermostat (see below) then try again.
Nest Thermostat (2020), Nest Learning Thermostat (4th gen)
On the thermostat, go to Settings > Account > Disconnect.
Nest Thermostat E, Nest Learning Thermostat (1st, 2nd, 3rd gen)
On the thermostat, go to Settings > Reset > Account connection. If you don't see this option, you'll need to select All settings.
