I'd start by getting the GPS status screen up whilst the map is displayed. (Press Map, then once the map is displayed, press it again) That should tell you how many satelites the antenna is receiving a signal from. From here you can get an idea of whether the positioning of it is poor. My unit rarely 'sees' less that 5 satelites at any one time, but when I had the antenna positioned badly it would often only see 1 or 2.
If possible, get the antenna out so you can move it while the unit is on, then use the GPS status screen to monitor what happens when you move it around.
Of course, if there are no tracked satelites, you know the antenna or connection is faulty