If that doesn't resolve the problem you'll need to contact customer service.
Call 0800 032 1402 from any phone or numbers here: Guide: Coronavirus Community Help and Support
When it comes to the reason you are calling, stay silent for 15 seconds and you will be taken to the keypad options.
Press 2 for Everything Else
Press 5 for More Options
Press 7 for Anything Else which will put you though to someone.
Say 'Upgrade', 'Lost/Stolen', or 'Fraud' if the suggestion above doesn't get you through.
Best time to call is 8 am.
You can also contact O2 via social media:
Could be a number of things:
1. Is the phone from a reputable source (IE, it is not a phone reported stolen that has been disabled)?
2. Is the SIM clean and properly seated?
3. Is the phone a new iPhone (these are shipped blocked, and need to be unblocked by O2)?
Some info in this may help, especially if perchance the phone you have bought is locked to a particular carrier: Guide: Unlocking an O2 phone to use a different SIM card
Good luck, @LY81.