Assuming that your "new" iPad has no obvious impediment, such as being a pre-owned device that may be locked with an unknown device Passcode or is Activation Locked - a brand new iPad may indeed prompt to update its installed version of iPadOS during initial setup.
To perform the prompted update during initial setup, you merely need to provide the WiFi connection details. The WiFi network merely needs to an ordinary WiFi network that has access to the internet.
The basic setup procedure is described within the iPad User Guide:
Turn on and set up iPad - Apple Support
Otherwise, you may have other problems - with which you may need assistance from Apple Support. You can contact the Support Team using the Support link at top-right or bottom-left of this page. Alternatively, you can initiate and manage your support cases from your Apple devices using the excellent Apple Support App. If not already installed, the App can be downloaded from the App Store:
https://apps.apple.com/app/apple-support/id1130498044
You might also visit the Genius Bar at your local Apple Store or Apple Authorised Service Provider (AASP) - where the technicians will be able to provide assistance:
Genius Bar Reservation and Apple Support Options - Apple