Try restarting your phone,
check your Internet Settings
Then see here
Poor Network / No Signal Received
See the link below to check if there are any network issues in your area.
Or see here
O2's coverage in your area. http://bit.ly/o2coverage
A quick restart and/or a reboot of the device can help you get reception on your phone. Also you could remove your sim and give it a wipe with a clean cloth, then reinsert it.
you could do a manual roam
If these don't help then sometimes you may need to restore the device to factory settings (how it was when you took it out of the box) but then you will need to reinput your internet settings.
Turning the device into airplane/offline mode and back into normal mode can, a lot of the time, get you a bar or two of reception in bad coverage areas but also full reception if it just a temporary network issue!