Hey fieldtriplady,
As jayeff commented, did you plug in your dongle? Also, what type of computer do you use? Macs can connect to a Fitbit without the dongle. PC's need the dongle. If you are using a Mac, make sure you have bluetooth enabled on your computer, and that the Fitbit is charged. You can then access the bluetooth panel within system preferences.
If you are using a PC, make sure you have the dongle plugged in and that you have Fitbit connect installed on your computer (this software should include everything you need to help you connect to your device!).
And if anyone is going to give better instruction on this, it will be fitbit. Here is a link to some help - https://help.fitbit.com/articles/en_US/Help_article/1866
Good Luck!
Scott