If your problem persists get yourself a micro USB cable for the Apple TV 2 and 3 models or a USB-C cable for the Apple TV 4 (sold separately), you can restore your Apple TV from iTunes:
- Remove ALL cables from Apple TV. (if you don't you will not see Apple TV in the iTunes Source List)
- Connect the micro USB (or USB-C) cable to the Apple TV and then to your computer.
- Reconnect the power cable (omit this step for Apple TV 2)
- Open iTunes.
- Select your Apple TV in the Devices list (which can be found below the volume slider near the top of the iTunes window), and then click Restore.
(You may already have a micro USB cable if you have a camera or other digital device)