Most problems are one of these.
Mac: "Fincher Tether can't be opened because Apple cannot check it." Open Finder, right-click (or Control-click) the app, choose Open, then Open again. You only do this once.
Windows: "Windows protected your PC." Click More info, then Run anyway.
This appears because the preview isn't code-signed yet. It is expected.
Quit Tether completely (Mac: Command-Q; Windows: right-click its icon near the clock and choose Quit), wait ten seconds, and open it again. If it still won't open, restart your computer and try once more.
Follow the buttons on that screen to install it, sign in once, then reopen Tether. If you just installed it, quit and reopen Tether so it can find it.
Sign-ins can end. Click Sign in to Fincher again in Settings. Until then Tether uses its built-in rules, so nothing breaks.
Turn them on in Tether's Settings on each device, and allow notifications for the browser or app when asked. On an iPhone, add Tether to your Home Screen first.
Reply to the person who invited you with what you were doing and a photo of the message on screen. That is usually enough for a fix.