Depends. Some will give that message, why I don't know, even when they are connected and have access. You can try restarting (turning off and back on) the tablet and see if it resolves it. You can also try turning off "data" if your tablet actually has access to data (just be sure you turn it back on when you need it again or are off WiFi).
However, as long as the WiFi connection is working and you can get on the internet, I wouldn't really worry about it.