locationManager.getLastKnownLocation() return null

I had this exact same problem. It was because my device was not storing a last known location. I simply went on to Google Maps and pinpointed my location with GPS, then a value was returned for getLastKnownLocation()

You can request location updates like this

mLocationManager.requestLocationUpdates(myProvider, 0, 0, locationListener);

then on the first callback in locationListener.onLocationChanged set your coordinates. Just don't forget to call mLocationManager.removeUpdates(locationListener)

Accoding to the documentation, it returns null, if the device is not aware of the last known location. Probably the GPS can not locate you. It takes about a minute or more, anyway. So try to go outside, under the clear sky, away from tall buildings, and wait until GPS can locate you.