Bear in mind the voicemail messages are played through a speaker at the bottom of the iPhone (and not through the normal area you hold up to your ear to listen to a telephone call).
To hear the message clearly, listen near the bottom of the iPhone. You may also try cupping your hands around the back of the iPhone while the message is playing.
Is your volume always low? If it is, try going into settings and and into the category of 'sounds'. Up the top of this section, there will be a bar that you can adjust the sound of. If it is down low, the sound of everything that you will do will be low. Take it up to as high as you want. Hope this helped