Hi and Welcome to the forum.
Here is some Apple help links
http://support.apple.com/kb/TS1559https://www.apple.com/uk/support/iphone/wifi/Try a reset of your iPhone by ;
Holding the Top Sleep/Wake Button and Home Button until the Apple Logo appears, and then let go of both. Your iPhone will reset.
And or ;
Settings , General , Reset , Reset Network Settings.
When you turn on wifi on the iPhone does it find your router. If so try forgetting the network and re set up the connection paying careful attention to keying in the case sensitive password.
If all else fails you could book an Apple Genius Bar appointment here
http://www.apple.com/uk/retail/geniusbar/