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GPS's time to first fix (TTFF) depends a lot on the geography of the place and weather conditions. If you do not use A-GPS (Assisted GPS positionging method can be enabled/disabled in your phone settings) then the phone does not have the benefit of knowing roughy where it the world it is being used so will have to have a lenghty "discussion" with the satelites in order to learn its position. You have to be patient and allow this data acquisition to happen, preferably in an area with clear sky, not blocked by tall buildings.
The phone contains a GPS Data application, which allows you to see if the position can be aquired and whether the GPS chip is discussing with any satellites, how many of them and how strong the signal received from them is. Use that as a reference application and not the Nokia Maps.