I have no way of knowing I have an new voicemail unless I go into it. Is there something I am missing to set up a visual notification of new voicemail?
Hey William. There should at least be an icon on the notification bar when you receive a new voicemail.
You can also check if sound notifications are turned on. From the Home screen, touch the Menu Key > System Settings > Sound > Volumes. That is where you can adjust phone ringtone and notification sound.