First, the screen you are on is for creating a Hub. There is a link in the top right if you already have a Hub and just need to sign in. I can see this from your incognito and different browser screenshots. So that could be causing your error.
Second, personally speaking I find the plugin to not be worth it. You just install the tracking code and get an iframe into your Hubspot instance. Because most businesses outgrow GDPR capabilities of the Hubspot cookie consent window, I would recommend just grabbing the tracking code and adding it to something like Google Tag Manager to fire the tags in a compliant manner with your other on-page scripts and just log into Hubspot when you need it.