Posted 23 May 2012 - 06:36 AM
Unfortunally, you'll need to contact your service provider to be sure, but if you exit out of the voice mail system (i.e. hang up your phone) usually that means the voicemail is lost forever (the service provider won't be able to get it back either).
If you were using visual voicemail, there should be a 'deleted' section on your phone.
As I said though, contact your service provider to doublecheck. You can also request to have visual voicemail added when you call in. Keep in mind that Visual voicemail requires data, so your usage may go up slightly depending on how many voicemails you typically get.