Hello amith80,
To start, you'll want to do some isolation steps to determine which component the issue is coming from (the phone, the adapter or the headphones).
First, make sure the headphones are working properly. If you have access to any devices that have a 3.5 mm audio jack in them, test the headphones there.
If the headphones are working, then you'll want to see if the adapter is the problem. If you're able to access any other iPhones (or iPads with a Lightning connector) connect the adapter and headphones to it and see if the audio works. If you have issues with audio on other devices, then you'll know the source of the problem is the adapter. If the adapter and headphones are working on another device, then you'll know the source of the problem is the iPhone.
Once you're able to determine which item is causing the problem, you'll then want to contact whoever manufactured it for assistance. If you're using Apple or Beats branded headphones, contact Apple. If the adapter is an Apple one, contact Apple. If you determine the problem is coming from that specific iPhone, contact Apple.
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Cheers!