As you have not added your country to your community profile or said in your post then we can't help at the moment (Paypal varies a lot country to country).
Advice is voluntary. Kudos / Solution appreciated.
I was able to fix this for my account by allowing third party cookies. It looks as if the connection PayPal makes to a user's bank needs the bank site's cookies to complete the setup. I got this error for every single bank I tried with the 3PC blocked, but was I unblocked them the setup worked. (And then I went back to blocking 3PC.)
**For anyone who still has this problem** try deleting your bank and linking it again. I found out that for whatever reason paypal unconfirmed my bank and wouldn't let me reconfirm it. when you link your bank it automatically confirms it. when you relink the account it should be confirmed! this worked for me after trying for days and not getting any response from any support team.
