There could be a couple of reasons your thermostat won't pair right away. 1) If it was paired to another hub or Z-wave controller previously, it will need to be excluded to sever the connection to that previous controller. 2) Your hub should be within 30 feet from the thermostat during pairing.

On the thermostat, press the ‘System’ button in the lower left of the screen. Press and hold the center button at the bottom of the thermostat until you see up/down arrows above this button. In the Wink App, select the Hub that your thermostat is connected to and press the 3 blue dots in the top right of the screen. Now enter the Z-wave controls menu and press ‘Exclusion mode’. Once the LED on the Hub starts to flash, tap the arrows until you see ‘rF10’ on the display. After ‘rF10’ is displaying, use the other up/down arrows to change the far right number to ‘0’. The thermostat will now be excluded from your Wink Hub / Wink Hub 2.