Assuming you’re referring to this message on the device’s detail page:
The “Weather” device itself never sends any data to the Losant platform; instead, the data coming back from the Dark Sky API is used to set the device’s state. For this reason, the device will forever be “Awaiting first connection to Losant”.
As far as completing the tutorial, you’ve almost got it. You have a workflow set up and it’s successfully retrieving data from Dark Sky. You even have the Device State node in place for passing that data from Dark Sky into your device. All you have to do at this point is map the data from the API to the device attributes. I did the first one for you (“temp”); I’ll leave the rest for you to fill in.
Back to your original question – this is excellent feedback. We should look into how we frame this connection status to users when the created device will never itself connect to the API.