Voicemail - How do i create my voicemail? (on AT&T)?

How do i create my voicemail? (on AT&T)?

I don't have a voicemail and when i call it, it says enter your voicemail code. I don't have one and i wanna know how to get one.

Probably that you got a bundle which includes a voicemail, which mean you will need the temporary password to first activate it and its either on last 4digit or you will have to call the customer service to get it. Here is the instruction they give to set it up and use it
You need to either call AT&T and add the voicemail feature to your account or go online at www.wireless.att.com and add it yourself. After the feature is added you just press and hold the 1 key and it will play a brief tutorial and it will walk you thru setting it up from there.