I just put in a 5508 WLC with a pretty basic setup.
I have a Guest WLAN configured that uses authentication with the local user database on the controller.
When I connect to the wireless network, I get an IP address from DHCP and my wireless adapter looks good. However, when I attempt to connect to the Internet (or network for that matter), the authentication page doesn't appear. If I put https://126.96.36.199/login.html in my URL field in Firefox, I get the page and am able to enter in my credentials. After that, everything works perfectly.
We do not have an internal DNS server on this wireless network: I simply point users to 188.8.131.52