Newbie - MEGA 2560 r3 + Ethernet R3 Shield

Using Arduino Networking, Protocols, and Devices
3

Please show us your code.
Did you set pin 53 as output ?

// Set SPI SS pin as output.
// It is not used but it needs to be output for the SPI.
pinMode(53, OUTPUT);        // Only for the Mega

Use DHCP and what is the IP address ?

Serial.println(Ethernet.localIP());