When it asks for a password, it will be the same password you used to set up your Pandora initially. It doesn't display what you are typing when entering it, that's normal - your input is still being registered though.
Maybe better to say "make sure your cable is really an OTG cable".
Though, an OTG cable with the ends the wrong way round wouldn't work either. E.g. micro host - mini device.
If using mini - mini with OTG, make sure the ends are connected the right way.
If your adapter is the wrong one you could ask someone with soldering skills to just put some solder across pins 4 and 5, that's all it takes. Fiddly task though^^