Hi
On our prepaid service, you need to ensure that your IMEI of your phone is the one that matches the account, or a lot of things such as data and MMS messaging won't work. You can update your IMEI by visiting any Company Owned AT&T store and providing a valid photo ID. You should also request to have your SIM card changed at that time as well to force your iPhone to re-download the network settings.
If that doesn't work, you may need to manually program in the APN settings into the device.
You can find the steps to get your APN settings on your device by clicking Here
You can find the proper APN settings for an AT&T iPhone by clicking Here
Hope this helps!