I just got an iPhone and it wont start.?

It won't open until the SIM is activated with AT&T. They should have done it at the store.

If iPhone won't turn on, or the display freezes or doesn't respond

See iPhone and iPod touch: Frozen and unresponsive for information on addressing these symptoms.

1. iPhone OS 2.x and earlier: Press and hold the Home button until the application quits.

iPhone OS 3.x and later: Press and hold the Sleep/Wake button until the red slider appears, then press and hold the Home button until the application quits.

2. If that doesn't work, turn iPhone off and turn it on again. Press and hold the Sleep/Wake button on top of iPhone for a few seconds until a red slider appears, and then slide the slider. Then press and hold the Sleep/Wake button until the Apple logo appears.

3. If that doesn't work, reset iPhone. Press and hold the Sleep/Wake button and the Home button at the same time for at least ten seconds, until the Apple logo appears.

You need to activate it. But if you don't have official supported SIM card, you need to jailbreak it.

Read this for more info:

http://iphoners.org/iphone-stuck-slide-for-emergen...

Hope it helps