iPhone 4 - Activation Error (without Sim Card)

I purchased an iPhone 4 off of Ebay not too long ago. I spoke with the seller who said he had no problems with the phone. He sold it because he bought the iPhone 5. When I turned on my phone and attempted to activate it, it was unable to. I don't have a sim card in it because I am trying to unlock it (from AT&T) to use with T-Mobile. I requested an unlock from AT&T but was denied. This is what they said:

"Current Status: iPhone Unlock Denied Invalid Mobile or account

Thank you for contacting AT&T Customer Care about unlocking your iPhone.

We cannot complete your request because the service commitment for this iPhone has not been completed or no valid current/ former mobile number is associated with the request."

I'm not sure if I can't access the iPhone because I don't have a sim card inserted. However, my aunt recently bought an iPhone 4 off of Ebay and was able to access the phone's settings, etc. without a sim card.

I don't know what operating system it is on, but when I connected it to iTunes in an attempt (failed attempt, by the way) to restart and restore the phone, it was able to identify the iPhone being connected and said the the software was updated.

The iTunes error message read: "We're sorry, we are unable to continue with your activation at this time. Please try again later, or contact customer care." I spoke with a rep. who told me how to restart and restore the phone, but that didn't work!

Is there a problem with my IMEI? Do I need to just put an AT&T sim card to see if works? HELP!!!! 😕😟