Then you are NOT connecting to that routers WiFi signal.
On the router there is a button, usually very small and almost flush with the case, to Reset it back to Factory defaults. I suggest you find that button and hold it in for 5 to 10 seconds to reset it. Then look for the label on the outside for the Default SSID name and the password along with the password to make changes to the routers setup pages. It will be different from the Wifi login password.
If this is a ISP supplied Modem/Router box you might be better off contacting your ISP for instructions on how to properly connect to it to do the configuration changes you want to do.
Also you can't just setup a router in your room and expect it to connect to the internet. It have to also be connected to some type of LAN, Local Area Network, that has Internet Access.
Sure you can ADD a second router/switch/WiFi Hot Spot to an existing LAN to spread the WiFi signal out to more areas or allow you to hard wire more devices to it but that other device needs to be connected to the main system that has Internet access in some way. That could be as a WiFi repeater/extender or Hard Wired to the main LAN.