D-link dwa-121 USB wifi dongle supported?

Most D-Link should work out of the box, so it might be something else. As it's a small dongle it's range is severely limited. Try moving the RPi closer to the router and see if that helps (Not always possible). Also try another port... anything is possible.

Also provide the URL from:

dmesg | paste

and

lsusb | paste

The model number is irrelevant. You need to tell us the chipset inside the device. Then we can onfirm it's yet-another shitty realtek chipset that we're not going to add more broken realtek drivers for (which is usually how things pan out).