When you power on your Windows Phone, it automatically prompts you for your SIM PIN to unlock, well, the phone part of the phone. Of course it's possible to cancel out of this dialog, because unlocking the phone is not required to access the rest of the device.
When you do this, the OS will indicate that the phone hasn't been unlocked yet:
There's nothing wrong with any of this. The fun begins after this point, when you decide that you do want to unlock the phone.
You see, there's no obvious way of doing this. The most logical thing would be to go into the phone app. But all this tells you is "PIN required", without giving you an option for entering it.
You might think to check the phone app's settings page:
But alas, you'll have no luck there either.
So what do you do from here? Honestly, this had me stumped the first time I was confronted with it. I'm not ashamed to say I had to Google the answer. As it turns out, there's actually two options, both equally baffling.
Option 1 involves going into the phone app and trying to call any random number. When you do this, it prompts you for the PIN. After entering the PIN, it does not call the number you just entered. Instead it just unlocks the phone. It should be obvious why this is totally unintuitive. I don't want to make any calls, I just want to turn the phone on.
Option 2 has you going to the settings menu, and accessing the phone settings from there. Not the settings from the phone app itself, mind you! That would be at least somewhat intuitive. No, you need to go to the phone section in the global settings menu instead.
Doing so also prompts you for the PIN. Again, not the first thing I would try, or even think about.
Anyway, this is one of a couple of minor annoyances with this phone that have been grinding my gears lately. I hope you enjoyed this pointless little rant as much as I'm enjoying eyeballing Android devices on YouTube. Aaaaaany day now...