AT&T Axia phone message center not set up
I'm sorry I'm completely new to cell phones, I had a flip phone for many years and decided to purchase a AT&T Axia phone not long. I'm still learning some features on this phone little by little. Recently somebody tried to call me and wrote to my email "I tried to call, the message said that you have a mailbox where the message center is not set up?". What does that mean and how can I fix that?
Thank you for your consideration and help.