My iPhone thinks I have headphones plugged in?

It wouldn't play volume, so I went to go turn it up, and it said headphones were plugged in, so that's why it's not playing FROM the phone. Well, headphones aren't plugged in. I can't seem to figure out how to fix this problem.

Have you already tried plugging in some headphones and unplugging them?
Or anything with the same lil' plug.

That's fixed it for me.