The most common reason why you cannot connect to WhatsApp is because your phone is temporarily not connected to the Internet.
To ensure you have a working Internet connection, go through the following steps:
If you cannot connect to the Internet through your phone's data network, try one or more Wi-Fi networks. If you can open webpages and run other applications that connect to the Internet on your phone, but WhatsApp will not connect, learn more about connection issues on: Android | iPhone | Windows Phone | Nokia S40 | BlackBerry | BlackBerry 10
If you can connect to other applications on your data network, but not WhatsApp, it could be that your mobile provider has configured your wireless access points to block certain chat applications. Try this if WhatsApp still will not work on data only:
If you are using a Nokia S40 series phone in India (i.e. your number starts with +91), read this article.