Make sure you are using a Bluetooth Smart (Bluetooth 4.0, Bluetooth Low Energy) certified heart rate monitor.
Make sure that the heart rate monitor is not paired already with another application or device.
Also, do not pair the heart rate monitor in the Settings of your device.
The Bluetooth standard does not allow to have the heart rate monitor connected at the same time to multiple apps or devices.
If it still does not work, switch off and on the Bluetooth from the Settings of the device.
Exit the app and start the app again.
If you use Android 6.0 or higher, make sure you have granted the app the Location permission