We have found 2 possible solutions to your problem.
Before you start this troubleshooting guide you need to check one important thing:
Can you use your phone's internet connection?
Yes
No
Why do we ask this question?
It's important to find out if you can use your phone's internet connection. If you can't use your phone's internet connection, you need to solve this problem first. When the problem is solved, you will most likely also be able to use tethering.