Ok, loads of data available, WiFi all working.
Out of WiFi range, turn on to data and I get no connections ('no data connection'). Only able to access data / internet through WiFi.
I'm on a basic contract with Virgin (is that the reason?) but it still gives me 1GB of data, which I've been told still gives me ability to connect away from WiFi.
You will first need to check you have the correct APN settings installed on your phone.
They are listed in a sticky at the top of this group
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These are for Andriod but the will be similar on an iPhone
Not sure what phone you have but usually a Google search on the model and how to set the APN comes up trumps