Can you get a fix and location using GPS Status? If you can then the problem is in your map app. If you can't then it's probably a problem with the location system itself.
In the latter case, try setting location to "device only", which uses GPS only (not "battery saving", which doesn't use GPS, or "high accuracy", which uses GPS + network). This is just to eliminate one possible source of the problem. Test it somewhere where you aren't surrounded by tall buildings (which can cause problems by blocking or reflecting signals). If it works there then your GPS itself works, so the problem is either the environment or the network-based location. If it still doesn't then I'd see about getting the phone replaced under warranty.