All GPS devices will need a clear view of the southern sky (in the northern hemisphere anyway) to obtain a "fix" or "lock" to display the location on the map.
A fix can usually be had in under a minute or two. The first time "out of the box" however, may require additional time to display the proper location on the display or output. If the device has built-in batteries, bring the device outdoors to an open area (no tree cover, tall buildings, etc.) and allow up to 10 - 15 minutes for the initial fix. If there are no batteries in the unit, extend the cord to allow the device to be outside the car - in a similar location described above (an open parking lot is very good), and allow 10 or 15 minutes to update the location.
GPS device require an open view to the satellites in the sky. Heavy tree cover, tall buildings, etc can cause significant problems for the GPS to obtain the info to determine its location. Some device provide a jack for connection of an external antenna input. These often have an amplifier built in, and can compensate for less than ideal conditions. Antennas with an amplifier built-in are called "active" antennas. Some vehicles may have a film on the windshield (usually a defroster) that can interfere with receiving the satellite signals. In this case, an external antenna would be a logical choice. When placed on the roof, or other location outside, it feeds the signals to the GPS in the car.
A low profile, active external GPS antenna. This will often outperform the one built-in to your GPS.