Getting LCD displays going the first time can often be difficult. If you are using an example program and a development board where you don't need to set any jumpers, then the main code and board are likely O.K. The most likely issue is that you don't have the PIC clock configured properly. LCD displays are quite sensitive to timing. You should actually start off by trying to blink a single LED - in fact if your development board has several, you could try blinking LEDs on a whole port to make sure you don't accidentally choose a special function pin. In any case, blink to start and verify that the length of the blinks actually match the time you put in your code, which proves you have the clock set up right and that you've told PBP correctly what it's set to.