Ok. Let's try logging into your Amazon account at www.amazon.com/myk. Go to Manage Devices and Content and then click on the device tab and tell me if you see your device there. Also, on the Kindle, try to open a web page that you haven't been to before. Let me know if the page comes up. If you haven't created an Amazon account yet, please go ahead and do that part. The registration process is usually much smoother that way.
Did you purchase the kindle from Amazon or did another previously have it before you?
If you bought your Kindle online using your Amazon account, or have already gone through the Kindle setup process, it is already registered and ready to use. To verify, press the Home button and look for your Kindle name in the upper left corner of the Home screen. If it says My Kindle or shows the name of a previous owner, you’ll need to register it.
To register a Kindle that has not been previously registered, go to the Home screen, select Set Up Your Kindle, and follow the onscreen prompts. Once you have completed the setup process, Set Up Your Kindle will no longer appear on your Home screen. To register a Kindle that has been previously registered, press the Home button, and then press the Menu button. Select the Settings option, and then Registration.