Bluetooth visibility (My device)
For most recent versions of Android, your device will be become visible to nearby Bluetooth devices as soon as you enter the Bluetooth settings menu. Older devices may require you to toggle Bluetooth visibility manually, using an option called My device or Visible / Not visible.
Your device only needs to be visible to other devices when you want to initiate a pairing from the other device. Switching it on will enable the other device to "see" your device in a list, so it can send a pair request to your device. This will automatically switch off after 2 minutes, to avoid unnecessarily revealing anything about your device or location to other devices in your normal day to day usage of your phone or tablet.
This does not need to be done every time you want to re-connect a device to your phone; if it is needed, it should only be needed the first time you want to connect from a new device.
If you want to initiate pairing from this device, you do not need your device to be visible to others, and should only need to select the device to pair with under Available devices in a section below.
Bluetooth pairing
To create a connection between two Bluetooth devices, such as your phone or tablet and a wireless headset, you "pair" the two devices. Once two devices are paired, they will automatically connect to each other whenever they are in range and they are both turned on.
The pairing process requires one device to send a pair request to the other device, and the other device to allow the request. The exact way this is done will differ between different types of devices.
Once the first device sends the pair request, the other device needs to confirm with the user whether they wanted to pair it. For simple devices without screens, this may simply be in the form of a flashing light which you need to respond to by pushing a button.