Sometimes an app decides it wants to crash on the Apple TV (e.g. Photos insisting there's no internet connection).
To stop this, you can force quit apps just like in an iPhone/iPad:
On the main screen, double tap the TV button (a.k.a. the Home button)
This will show all open apps as iOS does
Select the app you want and swipe up to force quit it
Other unadvertised remote activated commands include:
Restart - Hold Menu with TV till light flashes
Reboot - Hold Menu with PlayPause till light flashes
Option To Sleep - Long press TV button
Run Diagnostics - Hold PlayPause with Minus buttons, then release (this will generate a report)