My Samsung 3 voicemail notification is on but when I call it says there are no messages.
Which exact phone model do you have? Are you using the basic non-visual voicemail or a visual voicemail?
Samsung Galaxy SIII and non visual voicemail.
On the occasion this has happened to me, I have figured out to call my own phone number from another phone and leave a 2 second message after listening to the greeting. Then on my phone, I would access the voicemail system through the dialer and delete the message I just left. This usually clears out the notification symbol.