Try these tips Guide: Text Message Tips (not sent or received)
I tried all that. I spent a long time on O2's abysmal help pages. I then had my phone remotely checked by Samsung. Eventually I spent 41 minutes on the phone with 202 who eventually sorted it. The fault was a bar had been placed on me receiving texts. They didn't know why or how and had great trouble removing it. An unknown problem they said initially - apparently not entirely unknown. Some sort of software glitch I suppose. Can't say I'm entirely happy with the O2 service and website though the phone person was very good. Thinking of changing provider.