Generally speaking, a new wifi module is no problem in use. But for ensure to use, we can debug the new wifi hardware from the following.
Hardware connection
Fistly, wifi module is inserted into the Arduino shield board. Note that the insertion direction. A way for the judgment of direction is by the power. When power on, if the insertion direction is not right, then only one red LED light is lightened for the wifi module, and the remaining LED lights cannot be lightened (in fact, the remaining two LED lights is weakly shinning if you see them detailedly, since there exists interface around the two LED lights). Vice visa, if the insertion direction is right, then LED light is lightened and red at first. After a while, the other two LED lights can be lightened, where one LED light would be shining regularly.
Get a better view of the LED lights
If you get a better view of the wifi board, there are three LED lights. As the above-mentioned, if the insertion direction is right on the wifi board, the three LED lights would be lightened, as shown in Figure 2-4, where LED1 is the indicator for the power source, if the LED is light with red all the time, it shows that the power source works normally; LED2 is lighting with green, which shows the wifi module works normally; vice versa, the wifi module cannot work normally if LED2 is dark. LED3 is denoted by the state of wireless transmission. If LED3 is shining fast, it shows that the wifi module is transmitting data, and shining slowly shows that the wifi module is idle and has no data to transmit. Moreover, if LED3 is dark, it shows the wifi module close the wireless transmission.
Note that, if the wifi module has ever been used (i.e., it is not a new wifi module). To ensure the configuration is right, the wifi board should recovery the factory default setting. If wifi board is already default setting, you can skip over this step. Firstly, give the wifi board a 5V (350mA) power and wait about 30 seconds. Then press the RST button on the Arduino shield board for about 6s, as shown in Figure 2-5. The wifi board would reboot. After this, the wifi board can return to the default factory setting.