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What phone do you have (model, OS version)?
Have you selected + Set up a Device (under the Accounts tab at the bottom)?
The above is with the Android app. If you are on a different platform, it may look differently (hence my question about your model / OS version). When you do the initial setup, the app should ask you for a verifying code (four digits) displayed on your Surge: this will allow the initial pairing (over Bluetooth) of your Surge & phone. Bluetooth needs to be enabled on your phone (you may want to restart it, just in case). Your phone needs to be recent enough to support Bluetooth 4.0. If you are on Android, Android also needs to be recent enough (4.3 or newer). If you have a very old Android phone with an outdated version of Android, it may not be compatible with your Surge.
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Welcome aboard my friend @mightymouse24! Thanks a million for your timely post @Dominique, really good explanation. I noticed @mightymouse24 that you have a Fitbit Alta connected to this profile, so I was wondering if you are trying to Set up a new Surge on your existing account and you're having issues updating the App for the setup or if you're connecting your Surge, but it keeps stuck in the update process. 
Either way, I would suggest to force quite the Fitbit App, make sure that you're phone is compatible with Fitbit Surge by checking the list of supported devices. Check if your phone is updated and restarting your Surge too. After that you can try the "Set up" process, the option will be under "Account".
Let me know if you have more questions! 
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