you need to request location updates try the following for instance

    val fusedLocationProviderClient =
        LocationServices.getFusedLocationProviderClient(activity)
    val locationCallback = object : LocationCallback() {
        override fun onLocationResult(locationResult: LocationResult) {
            val location = locationResult.lastLocation
            if (location != null) {
                val latitude = location.latitude
                val longitude = location.longitude

                // Use latitude and longitude for your purposes
                Log.d("Location", "Latitude: $latitude, Longitude: $longitude")

                // Remove location updates after receiving one
                fusedLocationProviderClient.removeLocationUpdates(this)
            } else {
                Log.w("Location", "Failed to get location update")
            }
        }
    }

    if (ContextCompat.checkSelfPermission(
            activity,
            Manifest.permission.ACCESS_FINE_LOCATION
        ) != PackageManager.PERMISSION_GRANTED
    ) {
        // Request permissions if not granted
        val permissions = arrayOf(Manifest.permission.ACCESS_FINE_LOCATION)
        activity.requestPermissions(permissions, LOCATION_PERMISSION_CODE)
        return
    }

    val locationRequest =
        LocationRequest.Builder(0L).setPriority(Priority.PRIORITY_HIGH_ACCURACY).build()

    fusedLocationProviderClient.requestLocationUpdates(locationRequest, locationCallback, null)

fusedLocationClient.getCurrentLocation(Priority.PRIORITY_HIGH_ACCURACY, object : CancellationToken() {
        override fun onCanceledRequested(listener: OnTokenCanceledListener) = CancellationTokenSource().token

        override fun isCancellationRequested() = false
    })
    .addOnSuccessListener {
        if (it == null)
            Toast.makeText(this, "Cannot get location.", Toast.LENGTH_SHORT).show()
        else {
            val lat = it.latitude
            val lon = it.longitude
        }

    }

There are already many answers there but I want to show latest way to get location using Google API, so new programmers can use new method:

I have written detailed tutorial on current location in android at my blog demonuts.com You can also find full source code developed with android studio.

First of all, put this in gradle file

 compile 'com.google.android.gms:play-services:9.0.2'

then implement necessary interfaces

public class MainActivity  extends BaseActivitiy implements GoogleApiClient.ConnectionCallbacks, GoogleApiClient.OnConnectionFailedListener, com.google.android.gms.location.LocationListener

declare instances

  private GoogleApiClient mGoogleApiClient;
  private Location mLocation;
  private LocationManager locationManager;
  private LocationRequest mLocationRequest;

put this in onCreate()

 mGoogleApiClient = new GoogleApiClient.Builder(this)
                .addConnectionCallbacks(this)
                .addOnConnectionFailedListener(this)
                .addApi(LocationServices.API)
                .build();
        locationManager = (LocationManager) getSystemService(Context.LOCATION_SERVICE);

At last, override necessary methods

 @Override
    public void onConnected(Bundle bundle) {
        if (ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED && ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_COARSE_LOCATION) != PackageManager.PERMISSION_GRANTED) {
            // TODO: Consider calling
            //    ActivityCompat#requestPermissions
            // here to request the missing permissions, and then overriding
            //   public void onRequestPermissionsResult(int requestCode, String[] permissions,
            //                                          int[] grantResults)
            // to handle the case where the user grants the permission. See the documentation
            // for ActivityCompat#requestPermissions for more details.
            return;
        } startLocationUpdates();
        mLocation = LocationServices.FusedLocationApi.getLastLocation(mGoogleApiClient);
        if(mLocation == null){
            startLocationUpdates();
        }
        if (mLocation != null) {
            double latitude = mLocation.getLatitude();
            double longitude = mLocation.getLongitude();
        } else {
            // Toast.makeText(this, "Location not Detected", Toast.LENGTH_SHORT).show();
        }
    }

    protected void startLocationUpdates() {
        // Create the location request
        mLocationRequest = LocationRequest.create()
                .setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY)
                .setInterval(UPDATE_INTERVAL)
                .setFastestInterval(FASTEST_INTERVAL);
        // Request location updates
        if (ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED && ActivityCompat.checkSelfPermission(this, Manifest.permission.ACCESS_COARSE_LOCATION) != PackageManager.PERMISSION_GRANTED) {
            // TODO: Consider calling
            //    ActivityCompat#requestPermissions
            // here to request the missing permissions, and then overriding
            //   public void onRequestPermissionsResult(int requestCode, String[] permissions,
            //                                          int[] grantResults)
            // to handle the case where the user grants the permission. See the documentation
            // for ActivityCompat#requestPermissions for more details.
            return;
        }
        LocationServices.FusedLocationApi.requestLocationUpdates(mGoogleApiClient,
                mLocationRequest, this);
        Log.d("reque", "--->>>>");
    }

    @Override
    public void onConnectionSuspended(int i) {
        Log.i(TAG, "Connection Suspended");
        mGoogleApiClient.connect();
    }

    @Override
    public void onConnectionFailed(ConnectionResult connectionResult) {
        Log.i(TAG, "Connection failed. Error: " + connectionResult.getErrorCode());
    }

    @Override
    public void onStart() {
        super.onStart();
        mGoogleApiClient.connect();
    }

    @Override
    public void onStop() {
        super.onStop();
        if (mGoogleApiClient.isConnected()) {
            mGoogleApiClient.disconnect();
        }
    }
    @Override
    public void onLocationChanged(Location location) {

    }

Don't forget to start GPS in your device before running app.

The LocationManager will throw a SecurityException if the location permission has not been granted.

Information on adding the location permissions to your app can be found here.