I THINK its where you have a knockoff DF Mini player and not an actual real one from DFRobot. The specs on those knockoff is all over the place. If you have a benchtop adjustable power supply you'd probably find out that it needs way more than 5v to run. Have you seen the LED of the DF Mini light up at all? If not, it needs more than 5v- that is more than likely your issue. Your wiring looks correct from what i can see in the photos.