Sounds to me like EE haven't activated the SIM yet. I'd give it 24 hours, and if it still says the same, take it back and start asking questions!
Hi, I also bought my Lumia 920 (EE) from Phones4u last Sunday (yh, it's been 4 days!) and I get the same "SIM invalid" message. Do you still have the same problem, or has it been solved? If so, would you mind sharing what the problem was? Thank you, Ricardo.I just went to EE and they said that they won't be able to help me because I didn't bought the phone from them. That's stupid. So I went to Phones4U, they rang EE, told me that the sim is still in queue for activation(bought the phone last friday). OH GOD.