Issue in connecting bluetooth device in Gnome Ubuntu 16.04 LTS

I was trying to connect my Bluetooth headset device with my laptop running on  Gnome Ubuntu 16.04.

It was detecting the device; however, in front of the device it was showing "Not Set Up". Also, I could not open device settings by clicking on the device.

After googling, I found this SOF answer stating to unblock the device.

Quick reference here

• Run the command sudo rfkill list 

• Note down the device number (I highlighted my device number in the output)
• Run the command sudo rfkill unblock [Device Number]
• Make sure that it is unblocked using sudo rfkill list command

• Close bluetooth settings dialog and open again
• Now it should be able to connect and you should be able to see the device settings.