I've been a Vodafone customer on and off (currently on) several times over the last 20 years. It's always bugged me that they don't offer visual voicemail like EE, O2 etc have been doing for at least 10 years!
As it's a feature I miss, I check their website periodically and noticed today that it has finally been introduced in the last couple of months.
https://www.vodafone.co.uk/mobile/visual-voicemail
As per the link above, all you have to do is text 'STATE' to 100121. I did it this morning, and instantly received an SMS confirming VV had been enabled. Sure enough, it was then enabled. Happy days.