Have you just activated your giffgaff sim?
It can take up to 24 hours to fully activate. Until then some or all of the phone's features may not be available. If this is the case, please be patient.
Try restarting your phone a couple of times. If it still doesn't work do a manual roam. http://community.giffgaff.com/t5/giffgaff-Top-Tips/Manual-Roam/m-p/3345471#M32502