Brand New iPhone 4S won't connect to Wi-Fi?

My stepdad just bought an iPhone 4S, its brand new but he ordered it online and hasn't had a shop assistant to help him set it up. I have been trying to help, but we're stuck on pretty much the most annoying issue there could be.

Its not that it will connect to the Wi-Fi but refuses to accept the password, its not that it won't detect the Wi-Fi, it simply refuses to make the giant leap from being detected to letting us type in the key. I selected our Wi-Fi network, just as I did with my iPhone 4, but instead of coming up with the next screen to type in the pass key, it just comes up with a little loading sign next to the Wi-Fi network's name.

Any help would be appreciated.

Turn the iphone totally off and turn back on and then try it again

Since you ordered it offline, it most likely does not have the most recent software update on it. The most recent software update on it was supposed to fix that issue, because it was common on the new iphone 4S's. GO to settings, general.about phone, and then find update software (may be somewhere else in the settings list, I'm trying to remember how to get to it off the top of my head)

Both answers two answers before this one are almost bang on! Definitely try those first! I had this problem with another guys iPhone 4S! What I did was (the first thing i did) was get to the Wi-Fi setting>find the network that you want>push the little arrow or next sign to the very far right of the Wi-Fi network name>press "Forget this Network">Then click the network again and it should require you to type in the password!