Possible cause 1 of 2:
The password used on the other device is incorrect
To use your mobile phone as a Wi-Fi Hotspot, you need to key in the password you selected when you set up your mobile phone as a Wi-Fi Hotspot on the other device.
What you need to do
Check the password for the Wi-Fi Hotspot on your mobile phone and key in the correct password on the other device.
Did this solve the problem?