Firstly, in order to fix your Data Connection issues, I suggest you contact your mobile service provider. If they doesn't help you, navigate to Google Play Store and download and install the Data Connection Fix utility developed by Boris Tumarkin & Israel Siboni. If the problem persists, you will need to perform a factory reset. Turn off the device, press Volume UP + Power + Home buttons, until Android logo appears, select Wipe Data/Factory Reset and restart the device after the process is complete.
