What kind of iPhone do you have?
If you are using the iPhone setup cable, it sometimes helps to flip the sides and if you restart your phone. And you have to turn on the Tentacle. Your phone needs to allow the App to access the headphone port and the volume has to be all the way up. You should try it on another phone to eliminate a defective cable and if it works you can get the Apple 3.5mm headphone to Lightning adapter cable, which does the job.