Okay so this is driving me nuts. I have 4 DFPlayer Minis and with the first two everything was going fine until I ejected the sd card under power and ever since then none of them will work. I can't get the led to come on no matter what I try. I have tried all dfplayer minis since that one time and nothing happens. All wiring is correct per the dfrobot site and pinout. I'm using this on a Mega so the RX and Tx are wired to to 0, 1 respectively. I have also formatted several times and tried different SD cards. Until that ejection of the SD card it worked perfectly. Any help would be immensely appreciated.
I would suggest you change your Rx/Tx to use one of the other built-in serial ports of the Mega so you can use pins 0 and 1 for serial debug output which will help you figure out what is wrong. It is much more difficult to figure out problem blind.
Also, ejecting the SD card under power is perfectly okay for a DF Player so your problem lies elsewhere.