I couldn't fig­ure out my o2 voice­mail because my Ger­man isn't good enough. I man­aged to find the below instruc­tions on a forum at Toy­Town. Exact dis­cus­sion is here How to get Eng­lish voice­mail prompts on o2 (and set up voice­mail).

Set­ting up voice­mail:
Dial 1 on your handy.
First, the com­puter female voice is going to ask you for a Sicher-something (secu­rity code), and you will hear the voice prompts stop when the VM sys­tem is wait­ing for you to enter it. Type 4 dig­its on the key­pad then write it down.
Then press # to con­firm.
Then it is going to ask you to record your name. Wait again for silence, speak your name, then press #.
Then it is going to play the default O2 greet­ing, which inserts your name into some­thing like "Hello, and wel­come to the O2 Voice­mail Box of 'Barack Obama'" (in Ger­man).
Then you must press 2 to accept.

Switch­ing to Eng­lish:
If you call it might make you lis­ten to mes­sages first. You can press 2 to delete each one. Even­tu­ally when it is done you will be at the main menu. If you didn't have mes­sages then you will be there imme­di­ately.
Then you can press 9 to change your lan­guage, and then 5 to go to the lan­guage menu, then 1 to switch to Eng­lish. Imme­di­ately after­wards the com­puter female voice prompts are in English