Roku is a whole new set of nightmares: been there done that.
I assume you're getting the black screen that cycles through several languages telling you to go to amazon.com/videohelp for some useless suggestions?
Don't know how technically proficient you are, so bear with me. On your Apple TV box are there three cables plugged in? Power, HDMI and ethernet (fat phone cable)? I removed the ethernet connection and then went to the Settings icon, clicked Network and configured the Connection to use WiFi (select your home wifi network and enter the password). Magic!
If you don't have the ethernet connection plugged in, I can't offer any suggestions.
Good luck!