Do you have a data plan? (Yes, I understand, silly question, but it's known to happen)
Do you have a 2g or 4g signal?
What device did you come from? Have you verified with T-Mobile you have an Android Data Plan? (If you came from a WinMo or Blackberry, you specificially have to get it converted for some reason)
you should have two things under the APN setting i was having this issue when i called support they had me delete one of the APNs and i start having issues try this
Step 1. go to setting on your phone
Step 2 . then go to wireless and networks.
Step 3. Go To mobile Networks
Step 4. click Access Point Names.
Step 5. click the Menu button on your phone
Step 6. click the Reset To Default.
you are done
you should have somthing like this
Enjoy your picture messages i was on the phone with support they tried everything had me reboot remove applications and everything but they never had me reset my Access Points i did this on my own and solved my issue.
hope it works for you.