Welcome to Android Central! Ok, first things first--you're certain your phone's Bluetooth is switched on, right? Go to Settings>Bluetooth to make sure it is. Also make sure your Bluetooth device is on.
On your phone, tap on the "Search for Devices" button, and if your Bluetooth device has a "Pair" button, press it soon afterwards. Do you see the Bluetooth device appear in the list on your phone?
Also, what kinds of Bluetooth devices are you trying to pair?