First, check your internet connection. Your music player might be buffering the audio or might be unable to play due to a poor or nonexistent connection.
If your internet connection is working, then the most likely reason the music player is not responding is that it needs you to do something in the player itself. You will need to open the player and check to see if you need to log in, dismiss an ad or other message, select a station or playlist, or simply press the play button to link the app to Ultimate Driving Mode.
Ultimate Driving Mode does everything it can to automate the process of linking to a music player. However, for some players you will get the most reliable connection if, before you drive, you start the player, select your station or playlist, and then press the play button.