If you receive the message 'Couldn't connect to Cast device' when trying to connect to Chromecast (or cast compatible devices), please make sure to:
Upgrade the Google Play Services app on your device to the latest version. To do so, follow this link on your device and click on Update.
If the first step does not solve your problem, clear the data of your Google Play Services by visiting the application's page in your device settings as shown below:
Happy listening!