AirTag connectivity issue after setup

I went through the whole process of setting up the AirTag and at the end where it said to add it to my Find My App I did and the setup seemed to be complete. When I went to the app I couldn't find the AirTag in the list. I went through the process of removing the battery 5 times and still can't connect. What can I do?

[Re-Titled by Moderator]