I understand from your post that one of your contacts shows up as No Caller ID when they contact you. If the person calling has Show My Caller ID turned off then you will not be able to see their number even if it is saved to your contacts. Features like Caller ID are dependent on the cellular provider you use and may not be available on all networks. The iPhone User Guide linked below has more information about using Caller ID:
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Why are my contacts showing up as no caller ID
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