Hi there! I see you're having trouble connecting with the Kentucky UFO app. To help you better, could you please share a bit more detail? For example, are you having trouble connecting the app to your drone via WiFi, or is it an issue with internet or other connectivity? Also, what device are you using to connect (phone, tablet, PC)? This will help me guide you through the right steps.

Meanwhile, a few common things to check:

1. Make sure your drone is powered on and broadcasting its WiFi network.
2. On your Windows device, try to connect manually to the drone’s WiFi network from the WiFi settings.
3. Once connected to the drone’s WiFi, open the KY UFO app and try to start the connection.

Sometimes the app says "Please connect to device first" if the WiFi is not properly connected or if there’s interference. It also helps to power cycle the drone and your device: turn them off completely, then turn on again before trying to connect.

Have you tried these steps already? If so, I can guide you through more detailed troubleshooting, like checking for app permissions, firewall settings, or updates for both your app and Windows. Let me know!