Many people don’t even know about this PIN option, so they never get around to changing it to something a bit more secure. That’s how the whole News Of The World hacking scandal came about, so you should always remember to create a new PIN for your voicemail that will be harder to guess. And if you’re even remotely famous it’s probably worth changing it every few months as well.
Unfortunately, there’s no built-in button in your iPhone’s phone app for recording calls. Instead, you’ll have to use a third-party app or service or use a clever workaround.

Sprint: Sprint has its own basic voicemail for you to set up. In order to get there, you’ll need to press and hold the 1 button and create a four-to-ten digit passcode to access your voicemail. You’ll then need to follow the voice prompts to set it up.
Calls will still technically be delivered to your phone, but your phone will not alert you to the call. This is a handset block and not a network block. You can put a network block on persistent telemarketers, but you need to contact your network provider for that. To view voicemails from blocked calls, go to Voicemail, then scroll all the way to the bottom and tap “Blocked Messages.”