Let’s split the solution into several parts.
First, the player itself. Remove the microSD card, and see that the player works normally. If the device keeps restarting, or gets stuck in the database refresh stage, you most likely have a bad file loaded in the internal memory. Were any files transferred in your previous step?
If the device will not connect, start with the device turned OFF. You can force a basic MSC connection, where the device is directly accessible like a flash drive, by holding the center button depressed while connecting.
Despite the different problem description, try the steps listed in this link.
See that the device starts up normally.
The next step is to transfer a few files to the internal memory of the Clip+, and see that they play. For these files, be sure that they are indeed mp3 or one of the supported formats, and that the ID3 tag metadata is correct. Use ID3 v2.3 ISO 8859-1 (Latin-I). This is the default output from Windows Media Player.