Nokia Lumia 800 - I cannot connect to the internet using a mobile data connection on my Lumia (Windows Phone 7)

The internet settings are available on the SIM, and they would be read and set when first starting your phone. If not, the internet settings could be handled manually (step 5).

1. Restart your phone with SIM card inserted.

2. Enable the mobile data connection on your phone. Go to Settings > mobile network (cellular) and switch Data connection to On.

3. Check that your data roaming is activated when you are not in your home network. Go to Settings > mobile network (cellular) and select Data roaming options.

4. Confirm with your mobile operator that you have an active mobile data subscription (access to internet) on your SIM card.

5. On your phone or computer, try searching online to find the Internet APN settings for your mobile operator. To add your settings manually, do the following: 

  1. Download and install Network Setup application from Store (Marketplace).
  2. Start the app, and tap +.
  3. Add the settings manually, select Make this my current APN and tap Save.