The message "you can not access this page" is typically seen if someone else, like a tax agent, handles your HMRC account, and you are using their login details instead of your own.
To successfully connect your HMRC account, you will have to log in with your own Government Gateway details, not that of your tax agent. We recommend checking your records to see if you have your personal login details to hand, or, if you have not accessed your Government Gateway directly before, you can follow our instructions on how to create your own account.