I got a Nokia Lumia 822 Windows Phone as a developer promo and my wife wanted to use it instead of her Lumia 920 since it had most of the features but was a bit smaller and a lot lighter in weight.
So I moved over the micro-sim card and everything worked fine except for the data connection. The 822 is unlocked already so there was no need to get an unlock code and unlock it from Verizon to use on AT&T.
To get the data to work, it is simply a matter of entering AT&T’s APN in the Settings->Cellular->Add internet APN. For the APN field, enter wap.cingular. No other fields need to be set. Finally, click on the Save button.
That’s all there is to it! Now check your Internet access.