what to do when your phone is unlocked but is rejecting a new SIM?

I bought my phone from an Apple Store a year or so ago meaning it should be unlocked. I have been travelling for 6 months and had no issue using a SIM from AT&T while I was in America, however, I purchased a SIM with 3 mobile in London and when I put it in my phone it comes up with an error message saying it can't accept the SIM and to contact my carrier to unlock my phone. As mentioned, I don't actually have a carrier so I was hoping that someone might know how to get around this issue ?

Any help would be greatly appreciated !