Sounds like voicemail was never properly setup. The phone needs to know what number to call to access voicemail. You can get that from your carrier. Being rooted won't have an affect on that.
Iif your still stock that's a head scratcher but if your not and on a custom rom hold down the one button and it should give you a chance to edit your voice mail simply add your own number if you call yourself it gose streivbt to voice mail