I'd start by making sure the battery is charged. Try plugging it in using the adapter and cord. Be sure that you double check the connections between the adapter and the wall and the cord and the device. Make sure that they are both connected securely or the device will not charge and this is a common mistake.
If the LeapPad still won't turn on, it could be that the battery is dead. At that point in time, all you can do is replace the battery.
It could also be a malfunction with the power button or an issue with the software, but I'd make sure it's not the battery before anything else.