Unlocking an old iphone 4 to use a different SIM

Clearing out my late parent's house, I discovered an old iPhone 4 which had slipped down the back of the desk. The old sim was no longer valid and I was hoping to use it as a spare phone for emergencies if my current phone is damaged, stolen or lost, and mostly as an iPod.

I managed to factory reset the iphone 4 using my Macbook Pro but it won't recognise the SIM I've bought (O2 pay as you go UK). So I can turn the phone on and I'm at the setup window with the "Hello/Hola/Bonjour" etc message and I can get it to log onto my WiFi network, choose my region/language but no further than that. I get the "SIM not supported" message.

I might be able to find out what Network my father used at the time he had this phone but I'm still not sure I'd be able to get the phone to work being that Apple seems to make it difficult to use these older devices.

Obviously and iPhone 4 isn't worth anything so it's not worth spending money on either. I tried a local phone repair shop and they said they couldn't unlock it. I've looked on the web and can't find anything that is relevant. I cannot access the home page because the phone is factory reset so I'm stuck.

Any suggestions?