Using correct credentials, I keep getting an error saying "unable to connect to your data set."
Someone who works for Quicken should be here for the day soon, but in the interim, you may want to try incognito/inprivate mode on your browser — if that works, you may have to clear cache/cookies to correct it.
For me, I just logged in, and am not having this issue.
It can also be a dataset-specific issue, which would mean only you (or maybe a subset of users) see it.