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I got the same error! I think you got half way there with the CWMODE command. After you set that, then remove power from the 8266 and then turn it back on. If you are using the arduino IDE, close the serial monitor window first and then remove power from 8266 and THEN turn power back on and open Serial monitor. It should allow you to CWJAP now. Also, you cannot have any spaces in the CWJAP command. It looks like you have " <space>,<space>" between SSID and password
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