Since you've never synched your iPad with iTunes the following steps will resolve your issue:
- Disconnect the USB cable from the device, but leave the other end of the cable connected to your computer's USB port.
- Turn off the device: Press and hold the Sleep/Wake button for a few seconds until the red slider appears, then slide the slider. Wait for the device to turn off.
- While pressing and holding the Home button, reconnect the USB cable to the device. The device should turn on.
- Continue holding the Home button until you see the "Connect to iTunes" screen. When this screen appears, release the Home button.
- iTunes should alert you that it has detected a device in recovery mode. Click OK, and then click Restore to restore the device.