Make sure that your Wi-Fi is turned on.
If it is in airplane mode then turn it off.
If it is a secure network than its going to require a password to connect to it. Make sure that you triple check the password you entered while trying to connect to it. The password is going to be case sensitive so if you have any capital letters or special characters make sure you enter them in as capital letters.
Check and make sure that your connecting to the correct network.