Hi, @Lez04. That's a strange (but not completely uncommon) issue. Voicemail is a service provided by your network provider, so you might need to reach out to the Support Team of your network provider for assistance if you find that you're continually getting voicemail notifications (without the accompanying voicemail messages being present).
Otherwise, the following guide should also prove to be very helpful if you wish to remove voicemail notifications:
If you follow these steps and still find that the notifications are showing up unexpectedly, you can actually call your own number and leave a voicemail (it can be silent, of course!), then access the message the way you'd normally access your voicemails (it'll vary from network to network). Once you do this, the notification should clear.
Again, though, if it keeps happening, please reach out to your network provider.