Voice mail

Voicemail is asking for a password first time ever on iphone 6

When pressing on my voicemail icon for my iPhone 6, my list of voicemails is missing and in place is a prompt to enter my voicemail password. I have never had this happen in all the years I've owned an iPhone. I tried to enter a password in my settings, and would stick on saving the password. Anyone know what's going on?