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Navigate to Settings, Support, Self Diagnosis, and Reset. I had to perform a factory reset on my TV in order to get this to work. Yet every time I opened it, the app opened to the plash screen and then closed again. The app installed without a problem and appeared in the apps list. I had a good WiFi connection to the network the Plex Media Server is on and everything looked good. I had performed a firmware update on the TV to get the latest version of the Samsung Smart Hub. This problem took the longest to figure out. Plex app opening and closing on a Samsung smart TV Both of which I was able to figure out with a little help from the web.
The second, the app would open but not connect to the Plex Media Server. First, the app would open and then immediately close. I had a couple of problems with my setup that took a couple of hours to figure out. Troubleshooting Plex on a Samsung smart TV