Hi, I had same problem with my Lumia 520. I couldn't connect to my Wi-Fi. Here's what you need to do:
Restart your router (some routers should be switched off for 2 minutes periodically to allow for background updates).
Check that your password in a secure network of your phone is properly configured and that your phone's security settings match with the settings of your home WiFi network. If you keep getting an Incorrect password error, log in to your wireless router, and change the operating mode 802.11b/g/n to 802.11g only, and then restart/reset the router, and try to create a connection again.
Check that your WiFi network is not configured to filter the access based on the device MAC address. If using MAC based filtering, the MAC address of your mobile device must be added in the filter list. You can find your phone MAC address in Settings > about > more information.
Disable other active network services such as video streaming and online games.
Check on your router's support page that it has the latest firmware installed.
Source: Microsoft.com & Mine.