It wasn't simply the case I hadn't set up the PIN and greeting, I'd specifically turned voicemail off as per these instructions. I've been with giffgaff around 18 months and had never had a voicemail before so I'm sure it was deactivated.

However, somehow voicemail had been re-enabled and it turned out my partner had pocket-dialled my number, when I collected the message I'd actually got a four minute recording of her talking about me to my youngest son. Ironically she was complaining I never have my phone turned on when she's trying to call me

Anyway the notification is gone now and I've redialled the number to deactivate voicemail again.