Had a hard time with ours too but after following this exact method, I was able to link ours within one try.
How to link account to GCKey
(1) Go to this below listed link
https://www.canada.ca/en/immigration-refugees-citizenship/services/application/account.html
(2) Click on continue to Gckey
(3) If You've already account created, login with your Username and Password otherwise Click on Sign up to go on next page and create your username, password and security questions.
(4) After creating my CIC account, click link application to this account.
(5) Then select category and subcategory that you applied for.
(6) Then select Application Number and Family name
(7) Fill your family name(surname), given name and date of birth as per Passport or Application form. PUT YOUR FAMILY NAME IS THIS FORMAT - Smith (ensuring the first letter is capitalized). Then fill in Application number.
(8.) Next in applicant personal info panel fill CITY AND COUNTRY OF BIRTH, DO NOT FILL IN ANY PASSPORT INFORMATION. AGAIN WRITE ON THE SAME FORMAT (CAPITALIZED FIRST LETTER OF YOUR CITY). Note that if in your application, you included the word "City", include it on here too.
(9) Select Province and town you intend to live in (as on your IMM0008) and select current marital Status.
(10) Finally select 2 as the number of family members.
(11) Once you fill all information, Click on Search for my application
(12) Your application will be found and can be linked.
(13) You can get real time updates on your paper application online.
Absolutely no luck with this process. Did you create an account using the email address you put in the application?