I downloaded the app and double made sure that the connector was all the way secured, there's a last click but it won't connect.  Very frustrating.  I called the Customer Support line but it hangs up on you once you become the first person in line.  Terrible.  I have to go back to return it unless there is a quick fix.  It looks like this is a real issue from the threads I used to try to troubleshoot it.

Sean, I am terribly sorry for the difficulties that you encountered. May I know the specific module of the Osmo and mobile device you are using? If it is convenient, please kindly provide a video of your case, I'd help to check.
Besides, may I have your phone number? I'd check the case you reported with the proper team and see what happened at that time. Apologize again for the inconvenience.