The guidance we are/have been providing in the comments.
The direct answer, is that you have a current carrying wire directly tied the return. (E.g., Neutral & Live In wired together). While this may not be exactly what happened, its an example.
Unfortunately, the diagram the book shows you is possibly misleading and therefore it is likely you were able to either misinterpret the wiring, or just juxtaposed a wire. It i also even possible that the Nest could be damaged or faulty, but vetting the wiring used will help ensure that is not the case. If it is, return it for a new one.
The pictures help to ensure any guidance given is sound, since there are many possible things that could actually come into play to cause an issue like this.
If you have a multi-meter it is invaluable. It is best when doing these types of connections to always ensure without any doubt each wire is what you think it is. So performing OHM tests between L & N, or End to End on a wire is a great way to have this surety.
Only then, would you turn the power on. Nearly eliminating any chance of damage to the equipment, or you.