Check that the router security encryption is set to WPA2/AES. Do not use WEP, WPA2/TKIP or WPA2/AES/TKIP.
When done setting the router security if you still can't go anywhere unplug the power to the router for 30 seconds, plug it in, give it plenty of time to reboot, like 3-4 minutes and try connecting again.
If you still can't go anywhere on the internet even though you seem to be connected, try a simple ping test to see if you actually have a working connection.
If you don't have one, Install a terminal app:
https://play.google.com/store/apps/details?id=jackpal.androidterm
Open a terminal and type: ping -c5 74.125.224.72
That will ping google.com 5 times, stop and give the result.
If it successfully pings Google, your connection is active and more troubleshooting needs to be done.
If it fails to ping Google your connection is not working and more troubleshooting needs to be done.
Either way, updating your router's firmware might help.