Could be CACHE' turn off data connection, switch off your phone and then enter the recovery mode and choose wipe cache. After clearing cache reboot your phone and then turn data connection on. Try again.
Could be APN settings' You will need to contact your network service provider and request them. We can also help on APN settings if you can tell us the service network provider and the phone model number you are using.
If you are using MTN' Go to settings > Wireless & networks> Mobile networks> Networks settings> Access Point Names and then touch option button and choose "New APN"
Touch "Name" then type "myMtn.
Touch "APN" type "myMTN" again.
Scroll down to "Username" type "mtnwap"
MMSC type "
http://www.mtnplay.co.za/portal
if you still need further assistance please kindle comment below.