I had this problem and it took quite a few tries. What I noticed is that when you are holding up on the lever enough, the actual gear indicator disappears. You really have to push the lever up beyond the shift point and into the QS activation point, and you know this happens when the "2" gear indicator just goes blank. So the bike was in 2nd gear (per the instructions, shift up into gear while the bike is off) and hold the shift lever up when you turn the key, and the gear indicator should read blank once the dash fully lights up. Then wait until the little QS logo appears.
IF you have the bike turned on and the gearshift indicator does NOT go blank when pushing up on the shift lever, you probably missed a connection or have a faulty component somewhere, but that is probably a good way to test and make sure it's functioning correctly.