Hi @Skye24_ and welcome to the forum. It should not flash for long so it appears to be getting stuck on some part of the setup. Initially I would simply unplug it form the wall socket for a few minutes and then plug it in and start the process again.
If you still have problems have a look at the following links to Sky help guides:
Problems setting up Glass or stream
Setting up Sky Glass (although it says Glass the principles are the same for the puck)
If this doesn't help give Sky a call for some additional help (it's always possible you have received a faulty puck)
Good luck 🤞
Addition - I should have mentioned that with a new puck it is advised to connect it to your router via ethernet cable if possible for the setup procedure. You can revert to WiFi afterwards.
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