A lot of problems are caused by incorrect WiFi information. Double and triple check your WiFi password. Remember that both network names and passwords are case sensitive. Learn how to connect to your WiFi network.
One of the first things to try is to reboot the device. This rarely solves the problem but it is worth a try.
Sometimes the WiFi adapter gets loose in shipping. Try unplugging the WiFi adapter from its USB port and plugging it back in. After plugging it back in, it can take up to a full five minutes to retry the connection. The WiFi adapter should flash blue if it is working. This flashing doesn't mean you're connected; only that the adapter is working. Learn more about your device.
Try restarting your WiFi router. This sounds like a false fix, but it works sometimes. Honest.
Some WiFi problems can be caused by the hardware device not getting enough power. If it is plugged into a power strip with lots of other devices, try putting it into its own outlet or power strip. This is pretty rare, but we have seen it.
By far the best way to fix WiFi problems is to not use it! If your hardware device is near your internet router, simply plug it in with an ethernet (cat5) cable. WiFi is always tricky especially when something needs to be connected 24/7/365.