The following are the APN settings for AT&T. You will need to change the settings to these if you activate an unlocked phone on AT&T

Name: AT&T HSPA+
APN: phone
Proxy: Blank
Port: Blank
Username: blank
Password: blank
Server: blank
MMS Proxy:
MMS Port: 80
MCC: 310
MNC: 410
Authentication type: Blank
APN Type: default,supl,mms,hipri
APN protocol: leave as is
Bearer: leave as is

See More: APN Settings for AT&T