How does one listen to voicemail on an iphone 4s?

I have had my iphone 4s for about 2 months now and i have always wondered how to listen to voicemail. I miss a call and it shows up on the screen "new voicemail". I then go to the green phone icon on my home screen and touch the voicemail section that now has a red dot on it. When i touch this all that shows up is "calling voicemail", at this point the dialpad shows up and i then put my ear up to the phone and the voice says "please enter your password". What does that mean? Am i doing something wrong? Any help on this issue would be greatly appreciated!

You did not tell us which carrier or how you got your iPhone 4s.

Usually, voice mail is store locally on the phone… When you press Phone, then the voice mail button, that should take you to the list of voice mails… If one has not been listened to, then press the blue dot on the left and playback starts.

Of course, calling your service provider's Support number should provide you with assistance on using their system, too…

When it says "Please enter your password", it means what it says. You need to enter your password for your voice mail. If you don't know your password, it should be preset to either 0000 or the last four digits of your cell phone number. If it is neither, call your service provider.