It was something like “Couldn't connect to Kindle Store”.

Did you see the "Troubleshooting" section after the jailbreak install instructions?

Thanks for your help. I've just tried it. It failed with “unexpected error” again --- I believe the first error I got was also this one. I'm not sure what I might be doing wrong.

I tried again. This time I chose “Set up later” after the factory reset, so that I don't have to waste time completing the steps after registration. I got a “Kindle Store is currently unavailable” error. This error is more likely to be the first error I got.

Edit: I finally got it working by trying one more time, without factory reset.