Android app "Unable to play media"

[BigWheel]

closing this to keep things in one place. please post any followup here.

Playback not starting- spinner

My Plex Server is running on a Windows Machine - Im using the Shield as Plex Client. I see all my Libraries but i cant start any Movie. Screen stays Black only with the orange spinning circle in the middle and shows the overlay controls (play, pause, forward and so on) but the movie never start to play. Do i also have to make all those steps mentioned above?