GPS Shield Hookup Guide
a_cavis 
Troubleshooting
"No GPS Detected" error
If you're using the EM-506 GPS from the GPS Shield Kit, make sure the JST-SH cable is firmly seated on both the module side and on the shield's socket.
Check that the serial select switch is in DLINE
Check that the shield's power switch is ON
If you're using an Arduino based on a chip other than the ATMega328, make sure you are using a pair of software-serial compatible pins.
"INVALID" location, date, and time
Location: INVALID Date/Time: INVALID INVALID
Give your GPS some time to get a fix. The EM-506 module shows a solid red light for no fix and flashes when the fix is successful.
If your module fails to get a fix after several minutes, try moving closer to a window or even outside. In severe cases, such as in an urban canyon or inside a building with heavy concrete floors and ceilings, you may have to completely change locations.