When you use your phone or Voicemail? Is it asking you to set up a password or enter it to use it?
This may help.
You can dial 611 on your iPhone and the automated system will reset the password for your Voicemail. When you call, you'll need to follow the prompts for issues with Voicemail and the password. They'll text you a 4-digit code that you enter for the password, and the prompt will stop appearing
You can change the password in settings. Go to Settings >Phone>change Voicemail password.
Sent from my ancient but trustworthy iPhone 5.