First you need to be in the open air. Even then it can take up to 20 minutes to lock onto several satellites. Indoors you won't get a signal and some apps will use the location of your ISP or if using a 3G router or tethered to a phone, the Antenna location.
Second, there is a free app called Berry Tester (installs as 'Phone Tester') which will give internal status of GPS, and of sensors such as Gyro, Accelerometer, etc. If there are no GPS readings you are not connecting with the satellites - go into the garden!
