Have a look at the router and all of the cables, is everything connected and seated properly? The power connecter on the router, take it out for about 30 seconds, and then plug it back in. Can you connect to the Internet now?
If not, wait and watch the lights on your router for about 30 seconds. What are the lights doing? Each light will have letters, or a symbol, next to them. What each light represents will be explained in the manual. (or, tell us the make and model of your router)