If you're having issues with PlayStation Remote Play, start here:
1) Ensure you've completed the setup instructions for PS Remote Play here.
*Please note: You will need to complete the initial setup on the same network as your console.
2) Double-check that your phone's operating system and PlayStation Remote Play app are up-to-date.
3) If you're attempting to connect to your console from a cellular connection, you'll need to enable the cellular option in the PS Remote Play app settings.
4) If you have multiple accounts on your PlayStation console, you will need to log in to the account you want to use on the console first.