Nokia Lumia 920 available through AT&T only comes with Visual Voicemail, a feature that allows you to view, play, and or delete voicemail messages on your device. In order to use the visual voicemail feature, you must create a voicemail password and turn the security on. Visual voicemail uses the same password as the one for voicemail.

If you have a password but the security is turned off, the visual voicemail feature will not work: it is not visible to you; you will not see a list of messages as you would with phone call history, and you’ll not be prompted for password.

 

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You can set or reset your voicemail password by calling 611, and follow the instructions. You will get text message with a four-digit pin from AT&T. Or, you can call your voicemail and use the administrative option to reset password and turn on the password setting. With this option, you will get a 7-dig pin, which by default is your phone number without the area code. You should change the temporary pin/password to something you remember.

For more information, read AT&T Visual Voicemail: An introduction