How do I get closed captioning to work on my Apple TV? I have gone to settings, accessibility, and turned on CC. I still can't get CC to come on. What should I do?

Did you try the up arrow on the remote as I described?

Also see the "Subtitles on Apple TV, smart TV, or streaming device" section of Change subtitles or languages for videos in the Apple TV app or iTunes Store - Apple Support

That shows the

icon I described and how to get to it.

I use a Roku with my LG TV (works better for me than the Roku app). With it (and I suspect also with the LG app) if I press the up arrow while a program is playing, a dialog (e.g. cartoon ballon) is displayed near the lower right of the screen. May need to press up arrow and OK again to get to it and get it to open.