Trying to connect to the Gear S2 from sbd version 2.3.0.
$ sdb connect 192.168.1.10
sdb: device unauthorized. Please approve on your device
What does this mean?
It is a long running bug in the command line tool. I usually get it on first run. It appears that the command line tool will report a status while the connection process is still going on.
Getting assurances that the server has connected is always good, and one way to get that is to simply run the command line twice in a row. For me it's always given a truer response a second time.
Also, if you have a lock screen on your watch (which you will if you have Samsung Pay active on the watch) you will receive this message if the screen has relocked. Reasons for frequent re-locking are: