Sounds like you are using the Visual Voicemail app. If you open up the dialer and long press 1, it should dial in to your voicemail. You also have the option of selecting the notification when a new voicemail comes in to direct dial your voicemail.
Voicemail is a very important feature! Did you try the recommended steps provided by demmo86rt (thank you)? Also try removing the voicemail widget, then power off/on and add the widget again. You can also review your voicemail by dialing your own wireless number or *86. Make sure that your WiFi is off as Visual Voicemail is not support while http://vz.to/1cBlbii in WiFi. Keep us posted.
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