iPhone Spain locked to Vodafone

Well, from what you have said, it doesn't seem like you asked for an unlocked phone. Not sure why a worker would have just provided you with a Vodafone SIM, but what have you been doing for the past 2 months? You can check your purchase receipt, and stop back at the Apple Store to have them check to see if you purchased a locked device, but there isn't much you can do right now unless you contact Vodafone to ask for an unlock.

I would not know anything. Since you purchased in Spain, are you using it there, or are you located somewhere else? I'm guessing then that you have no command of Spanish language? You probably need to stop in the Apple store and see if you can get some English assistance to figure this out. So you have been using this device for 2 months, just not making phone calls?

Okay, now it starts to come out. You purchased a phone outside of a country you intended to use it in. The clerk provided you with a SIM to activate the phone. You didn't say they took the SIM back. If you didn't ask for an unlocked device, no telling what you may have gotten. You can try contacting Apple by phone to see if that device is locked to a carrier. If it is, you are going to have to figure out how to contact that carrier to see if you can get the phone unlocked, as it seems to be locked to a carrier. When you talk to Apple, you can explain what happened with the activation to see if you can get some assistance with it. Otherwise, I don't see a way out of this mess.

Apple does not lock, or unlock phones. That is done by the carrier. You purchased a locked device. You will need to try and work with someone that can understand Spanish to get your issue worked out with the carrier. Once you contact them, they can advise you of the requirements for getting the device unlocked. I'm guessing that there was a language barrier the day you made your purchase as well, leading to the problem. Apple cannot unlock your phone, so dealing with them is not going to help.

Well, to start with IMEI unlocking services are rip offs. Most are hacks, and others charge exorbitant amounts of money to do something that carriers will do for free. You are going in the wrong direction to get this done. You have been provided information on how to do it correctly.

And only Vodafone Spain will be able to unlock it. Apple does not unlock phones.

Apple can tell you who the carrier is. I'm surprised you didn't ask that when you called and spoke to them and they told you it was locked. Call them back, ask what carrier the device is locked to. They are the only ones, other than the carrier it is locked to that can tell you for sure who it is.