Try the following and post the results:
ATI <<prints module information
AT+CPIN? <<should return “READY”
AT+CFUN? <<checks module state, should be 1 for full functionality
AT+COPS=? <<will search for nearby networks, may take 1-3 minutes
AT+CGDCONT? <<should print the configured PDP contexts, hologram should be in this list, may show an IP if given one by the carrier
AT+CGACT? <<checks if PDP context is active
Have you left the device on for atleast 1 hour without power cycles or resets?