I am new with RPi and 3 days ago I am testing images to create my game console with RPi 3B +.
I had the same problem: Games by default did not load. I realized that the files of the games were in 0kb (look in / recalbox / share / roms). I solved it by burning the image again.
I had no problems with the connection to my Wi-Fi network, you just have to be careful to write your network name (with lowercase and uppercase if the name has it).
I also had no problems connecting (using Linux) with ssh via command line or with FileZilla (choose sftp). Just keep in mind that users is "root" and password is "linux".
I also connect for windows network services, specifying that I would connect anonymously (in Linux I was given this option or enter users and password).