I didn't know I had one until last month. I am actually scared of listening to voicemails. I would rather have people leave me a text message with their phone numbers than have to listen to voicemails.
The top reason is that I fear someone is going to call me and leave me a message saying there's going to be a meteor strike right next to my house and by the time I listen to the voicemail I wont have enough time to save myself.
Another fear is that it's my mom calling and giving me major emo blackmail about not answering her phone calls. (She does it every time, so it isn't really an unwarranted fear)
Maybe it's someone in my lab calling to let me know that my samples have been sitting on the bench for four hours and will be destroyed if I don't freeze them immediately.
It might be someone who loves to drone about what they did today, and asking me to call them back for more.
Well, thankfully, so far I haven't received voicemails for reasons 1 3 and 5, but I am so paranoid that it's going to happen anytime soon that I still fear voicemails.