There are two different sorts of validation for wifi networks. If you're trying to connect to your home router (which I definitely suggest you try before anything else) you should see a padlock symbol next to your router's name, indicating that a password is needed. So, obviously, you should then be given the chance to enter that password:
http://kb.netgear.com/app/answers/detail/a_id/23440/~/connecting-an-android-phone-to-a-wireless-network
However if you're trying to connect to, say, the free wifi in a Wetherspoon's pub you won't see the padlock and you'll immediately be able to see 'connected'. However there's still a further step in the validation process and that's achieved
through your web browser. So you need to open your browser, such as Safari, Dolphin or whatever (and NOT any Google-specific app or, indeed, any other app that bypasses your browser) and try to access a random web page. (I always use bbc.co.uk but you can enter any web address). Your browser should then ignore that instruction and, instead, take you to the login page of the free wifi service (such as The Cloud if you're in a Wetherspoon's pub). You then enter your login details or, if you've not used the service before, follow the instructions to create an account. Once you've done that you should able to browse the web (and use other apps) normally. (A few free wifi services, such as that in Asda, complicate things a bit further by requiring your mobile phone number, then texting you an authorisation code to enter into the login web page. Some small, independent businesses - such as cafés - use the same system as you do at home, where you'll see the padlock symbol and then be able to enter the password that they give to you; a few independent businesses simply leave their router unsecured, so that no type of password is required at all).
I hope that what I've written will help but, if you're still having problems, please tell us which type of wifi you're trying to access. Is it your own router's signal (or that of a friend or employer), where you'll see the padlock showing that it's secured, or a free public service (such as in Wetherspoon's Asda, Tesco, et al), where there's no padlock symbol?