Most issues with connection can be solved by following these troubleshooting tips:
Restart your computer. (Don’t be lazy, restart it first!)
Use Google Chrome and perform a hard refresh (CTRL+F5 or Command+F5).
Make sure you don’t have any other applications open that may be using your hardware wallet, i.e. Ledger Live for Ledger. (This opens automatically).
Try a different USB cable.
Make sure all your firmware is updated to its most recent version.
If none of these options work, email us at support@myetherwallet.com. Please include as much information about your process as possible.