And the guys from OS X Daily are not alone. Threads on support sites including the Apple Support Communities report the same issue, where Wi-Fi is not able to connect during setup. If your experience is similar to either case, there are quite a few trick to try before demanding a refund or writing Tim Cook.
The solution, according to OS X Daily is to navigate to Settings > General > Network > Wi-Fi and tap on your network that shows no reception. Next, tap on the button to "Forget this Network." Now, go back to the list of Wi-Fi networks your new iPad can see and tap on the network you would like to join.
If the problem happens again, or is not solved after performing the above procedure, try navigating to Settings > General > Reset. Tap "Reset Network Settings" and reset your iPad (hold the Sleep/Wake button and the home button until the screen turns black and the Apple logo appears).
Once your new iPad reboots, you should be able to connect to your network.
You will also want to confirm that the router you are attempting to connect to is broadcasting properly and connected to the Internet. In addition, double-check your passwords to be sure you have entered them correctly. For more troubleshooting options, check out Apple's Knowledge Base support article about connecting your iOS device to a Wi-Fi network.
Have you experienced any Wi-Fi issues with your new iPad? Let me know in the comments!