Unable to use a new SIM card in my iPhone 6s Plus

I have an iPhone 6s plus I am trying to put a new sim card in it. And it won't let me use the sim card says my phone is locked but it should not be locked. I have owned this phone for 3 years or more. It is a government sim card that I am trying to use on the iPhone, but it tells me to contact support for it to be unlocked. Can we fix this please?

[Re-Titled by Moderator]