Check to see if there are any outages in the mobile network where you are: http://community.giffgaff.com/t5/Service-Updates-Notice-board/Find-out-the-service-status-of-your-ar...If OK then see if doing a manual roam helps http://community.giffgaff.com/t5/Learn-giffgaff-Top-Tips/manual-roam/m-p/3345471#M32502Also try turning airplane mode on and then back off.If no joy then try turning your phone off and back on.
If by message box you mean voicemail then you need to dial 443 for this.
Have you looked at MyGiffGaff to make sure it is actually active; if it isn't then Ask an Agent.
If you have changed your phone then Text "Settings" to 2020 in case your settings are incorrect.
Is your iphone locked to another network other than O2
If so, you need to get it unlocked to work on giffgaff