It worked on my phone a couple of months ago so I hope it still does (as it is very useful on occasion):
The voicemail system does log the provided number of the caller. To hear it - after you have listened to the message you will be presented with a list of options, one of them is 'message envelope', select that and test out your ninja pen skills writing the number down. You can repeatedly listen as required.
I called Virgin, and they said that they knew there was no option to find out the number of the person who called.
There seems to be an option to get a text when someone calls you. However, despite it being apparently turned on, I've not yet received one when I tested it. So I don't know if it has the number of the person who called.
People calling from other mobile networks don't always leave their number - they say to 'call me back on this number', not realising that Virgin doesn't allow you to do that. It was bad enough with the 'message envelope option' (hardly an obvious meaning) and having it read out to you too fast to write down.
I'm on a monthly SIM only plan...and it's perhaps best to look at other options. The signal is poor here, and there's no option to use WiFi for calls if there's no signal. EE has that. All in all, Virgin seems to be playing catch-up always, which is a pity.