New router trying to set up but asking for a password

what router did you buy? 

Are you trying to connect to it via wireless or wired? 

If you're trying to set it up wired, the default login to the routers interface is 

login: admin

password: password

That'll get you going on setup. 

There's a support site with access to manuals, firmware, install guides, etc.
Go to https://www.netgear.com/support/
Type in your model number and from there it'll take you to the above.
Its a great resource to start with.