I just connected a Hampton Bay ceiling fan. The lights work but fan doesn't. I will check wiring in switch box. Could the switch be bad or connection bad. What order should I check?

Check for voltage to fan wire in canopy, also check direction switch is not in the middle.

Is it a remote fan? Check the direction switch.

General ceiling fan troubleshooting and help FAQ- Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php)