Welcome to the community and thanks for your post.
You may need to turn voice mail on. Can you log into Your Account .
Click on plan and device
Click the tab manage services.
Make sure voice mail is set to on here. If it isn't move the slider to on and click update. This will present you with a green success message. It may take up to 24hrs for this to go live on your account.
I've also included a link here to our voice mail set up page for you to complete the process.
If after these steps you are still experiencing difficulties give our mobile team a call on 789 or alternatively on 0345 6000 789 so we can take a further look into this for you.