This issue is caused as there was an un-actioned voicemail notification on your phone before one of the following:
Until your phone can make a successful call to a voicemail platform and get the corresponding signal that the mail box is empty then the phone will continue to display the message waiting indicator.
To clear the indicator, please make sure that voicemail is active in your account. If it is not active, please activate and wait for 30 minutes for the mail box to be setup.
Please then call your mobile from another phone and leave a message.
Please then dial 222 from your 1pMobile phone. To hear/clear the messages use option 2 and select to listen to message(s), delete any that are there until the system to tells you there are no more messages.
Once this is done, your phone will think the indicator has been actioned and clear it.
Once the indicator has gone, if you no longer wish to have the voicemail function you can then login to your account and disable it with your phone in the correct state.