AT&T: If you’re an AT&T customer, you have the option of creating your own basic voicemail. You’ll need to press and hold the 1 key down while you’re on your phone. AT&T will then ask you to set up your greeting via voice prompts.
After setting the number on your voicemail, you must also record a personal voicemail greeting. Follow the steps below. Start the Phone app. if you don’t see the numeric keypad, tap “Keypad” at the bottom of the screen. Tap and hold the “1” for about two seconds until the phone automatically calls voicemail. Immediately tap “3” to access voicemail settings. Listen to the options. On most voicemail systems, tap “2” to start the process to record a new greeting. The current personal greeting will play; then tap “2” again to record a new greeting. Say the greeting you want, and tap “#” when you’re done. To save the greeting, tap “1.” The personal voicemail greeting has been set. Hangup the phone. How to setup voicemail using a Visual Voicemail Applications

1. Open the Phone app — the app that you use to make phone calls and track your contacts — and tap "Voicemail" in the bottom-right corner.
2. Press and hold the "1" key on the keypad. If it’s your first time setting up voicemail, you’ll likely see a message that says “No voicemail number is stored on the card.” If pressing this button dials your voicemail service, listen to the prompts for instructions on completing the setup process.