Bluetooth is a communication protocol that OpenKey uses to interface with the mobile capable door locks to open them. Your device must have Bluetooth turned on to communicate with your hotel's locks. This can be done by doing into the device's settings and switching on the option for Bluetooth to ON.
If your Bluetooth setting is turned on and you are STILL getting this error message, this means the OpenKey app itself does not have permission to use your Bluetooth. To correct this, locate the OpenKey app in your settings and enable BLE permissions.