I hope this helps others. I have been able to get all things working on my Lumia 520 Go Phone. Calls, Internet, text in/out, mms in/out.
This phone is out of the box, and "locked" to ATT. However, as I've come to learn it can be configured for ATT mvno's. I initially had some difficulty getting mine working, and nothing seemed to work when using "tfdata" settings found on this forum. Having a Samsung Galaxy S4 on ST, I used the settings there, and VIOLA! It all works just fine - for me. I suspect maybe the settings can be regional (I'm in Atlanta) and maybe that's why "tfdata" settings didn't seem to work for me. Keep in mind my ST sim was already configured for ST service and was used previously in a different device.
Good Luck! (leave all other fields blank that do not have a setting listed below)
Step 1:
Settings > Cellular > edit internet apn
APN: att.mvno
(press save when finished)
Step 2:
Settings > Cellular > edit mms apn
APN: att.mvno
WAP gateway (URL): http://66.209.11.33
WAP gateway port: 80
MMSC (URL): http://mmsc.cingular.com/
MMSC port: 80
(press save when finished)
Good Luck. Try to surf (with Wi-Fi off), then pic text to and from with another working device. I hope this saves you hours of frustration. I tried about 5 different combinations of "working" settings that wouldn't work for me.