If you have clicked on “Forget” while setting up a Bluetooth device on Android, you may have difficulties reconnecting to it later. I found this tip on StackExchange:
If your device isn't paired with the phone, but it's still not connecting, you can try clearing your Bluetooth cache.
Turn off Bluetooth, then Go to Settings > Applications > All > Bluetooth Share and tap “Force Stop,” then “Clear Cache,” then “Clear Data.
If the device was ever paired or a pairing ever failed, it may have stored those credentials regardless of success. This should give you a fresh chance at it.