For a cold fix, you need to put it outside with a clear view at the sky with GPS enabled for several minutes first so it can download almanac and ephemeris data from the sky before it’s able to track the satellites - exact time will vary depending on several things such as atmospheric conditions. Warm fixes will be faster (GPS almanac is valid for several weeks).
We’ve been recently working on letting it download that from the Internet instead to speed it up significantly, but it will still take some time until it works out-of-box.