HDCP means "High-bandwidth Digital Content Protection" which is a form of digital copy protection that was developed by Intel Corporation to prevent copying of digital audio and video content as it travels across connections.
When you plug in your Roku Streaming Player and have an HDCP Error it means that is has Unauthorized. Content Disabled.
Sometimes this just happens and goes away but other times it can be due to the HDMI cable being bad and causing the content to be blocked.
It's basically a copy protection thing and sometimes turning your TV off, unplugging the TV, Roku and HDMI Cables and then plugging everything back in such as the HDMI cable again and then turning everything back on can fix the HDCP error on the Roku.
On Roku or other HDMI issues if you see a purple screen that says "HDCP Unauthorized. Content Disabled", often the purple screens are the result of a loose HDMI connector, or a bad HDMI cord.
Even a new HDMI cord can be bad so try another one if it doesn't fix it after plugging everything back in.