https://community.o2.co.uk/t5/Pay-Monthly-and-Pay-Go/Sim/m-p/1036481#M124856 best to keep it all in one thread.
But do you actually have an o2 signal in the area?have you tried to activate over wifi etc.
If you explain the steps you have already taken advice can be given .
All sims are sent with a bothway bar incase it goes missing so these need to be removed once you have received it. Just call customer service to do this. It may take 24 hours for the bars to be removed but a simple switch off and on a few times lowers this time scale sometimes immediatley