Usually (in 99% of the times) the phone automatically picks up the info from the sim and the phone is set up the first time you turn on.
Don't worry about the message as you get that everytime you put a new sim in any phone.
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion. This is not Customer Service so we are unable to help with account specific issues.
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