Open the phone application on your iPhone and select the Voicemail tab. In the voicemail tab, select Set up Now. Enter a seven to five digit voicemail password; kindly select a password that you would less-likely forget. Once you set a password, tap on Done. The next step for AT&T voicemail setup iPhone is to select Default next to use the default greetings for your voicemail, or select Custom to record a custom greeting. Once complete, select Save.