@Mema 

Do a complete factory reset by turning off the lamp off, and then on five times. Make sure to wait about a second when doing that. Once the lamp has been turned on for the fifth time, the bulb should then blink three times. That is how you would know that the reset was done successfully.

Now open the Kasa application, and try to set up the bulb again. Here is a FAQ for reference: https://www.tp-link.com/us/support/faq/1233/

If you have trouble where the App tries to initially connect to the bulb, try a different smart phone to see if you still have the same issue.