First of all, please check if the Android version you have is 5 or newer. Android 4 and older versions are not supported in Blokada 3.0 and newer versions. To do it, go to the Settings of your phone, scroll to About phone and search for Android version
If your phone runs Android 5 or newer, please ensure you try to install the update from the same source that you installed Blokada initially. Different repositories add their signature keys and therefore the update may fail.
Restart your device. It sounds strange, but sometimes it helps. If that didn't solve the issue, uninstall Blokada and install it again.
If none of those steps helped, please join to our Telegram chat on go.blokada.org/chat to get help, or report a bug.