Just the other day, Google introduced Android 5.1. The release brought a handful of new features and plenty of under-the-hood changes, but one feature is going to cause some issues for Chromecast owners. This feature relates to the WiFi. On 5.1, if your device recognizes that a WiFi network that you connect to has no internet access, it will automatically disconnect from that network.
The reason this is causing issues for the Chromecast is because when you set up a Chromecast, you connect via WiFi to the Chromecast for a short period of time to setup your normal WiFi network on the device. In other versions of Android this never cause a problem, but because this network has no internet connection, Android 5.1 automatically disconnects from it. This makes it difficult to set up a Chromecast. Luckily, there is a workaround.
If you manually enter the network info your phone and manually connect you should have no issues setting up your Chromecast. This issue certainly seems like a huge oversight for Google and hopefully they will fix it through either a small update to Android or just an update to the Chromecast app.