A Wi-Fi, or your Wi-Fi?
To connect to your Wi-Fi router, you need to identify and select it from the list of Wi-Fi services shown in you iPod's Settings/Wi-Fi and enter the password for that Wi-Fi router when asked. It's the password that your router is asking for, so you need to find out what that is if you don't already know. It may be on the router itself or in paperwork you have for it.
If you are trying to connect to any old Wi-Fi, such a neighbour's, that's not really how things work.
If you are trying to connect to a public Wi-Fi service, then it will depend on that services's requirements. Here in the UK, some outlets simply need you to enter a pssword, which the store will supply, upon request, to its customers. Others may want your email address (I don't use those!). You may need to ask.