1) Of course, make sure that you've entered the correct SSID and wireless password, keeping in mind that they are case sensitive.
2) Try turning off & on (or unplugging/replugging) your WiFi router. (Give it a few minutes to start up.) Try turning off & on your phone. Then see if they connect.
3A) Go into your router settings, note your router's security settings, and make sure that your phone has the exact same settings, like WEP, WPA, WPA2 personal, WPA2 or enterprise, like Open or Pre-shared-key, and like AES encryption or TKIP encryption
3B) In your router settings if you have MAC filtering turned on, make sure that you've added the MAC for the phone. If you don't have MAC filtering turned on, then nevermind.
4) If everything else fails, you might want to go into your router's settings and try temporarily turning off the security (no WEPm WPA, WPA2, or MAC filtering) just to see if you can connect. If you can connect, then you could go back and layer in the wireless security again to see you can still connect.