To check voicemail dial your phone number directly from the i Phone. If you have voicemails waiting for you but no visual voicemail try this fix. This process resets the (carrier settings) file that was altered in the tethering hack. Before doing all of this online research for an answer, I spent an hour at an AT&T store. they called their tier 2 tech support), who also reset things at his end, and made a couple of test calls to my i Phone, but without it working.
Turns out the tethering hack has a side effect of disabling visual voicemail in this file. I had the same visual voicemail issues as many users. The guy from tech support actually turned out not to be wrong. They then suggested I take it to the nearest Apple store.
If you have limited space on your device or software update isn't working for whatever reason, you can update using i Tunes.
If you're running a the developer or public beta, Apple might push you an update if the build numbers are different (we're still checking on that).
On top of the resetting your network settings, be sure to delete any strange looking AT&T profiles that have been created since Jail breaking your phone. When I received an i Phone 6, visual voicemail did not work. I didn't have much faith that they could fix it either, which is why I decided to wait several days. I use it instead of the i Phone voicemail and it is so convenient.