For me, I thought my VPN was off.
But when I went to Settings, I saw that "VPN" was a row that was visible underneath "Personal Hotspot" (above "Notifications") and that it was flickering between On/Off. So I went to my VPN app and turned it off and deleted the app just for good measure.
Then I was able to connect to wifi and finish setting up my phone properly.
A few days later, I re-downloaded my VPN app and I am able to access wifi perfectly fine with or without VPN.
(I didn't wait a few days for any particular reason, I was just busy.)
That's what worked for me. If it doesn't work for you, maybe it's a different issue that's affecting your phone.
But I hope that helps anyone who is experiencing the same issue as my phone.