It may be that you have the following problem with your Samsung Galaxy S5 : Although you have listened to all voicemail calls, the symbol of new voice mail messages will remain in the notification bar of the Samsung Galaxy S5. The symbol is in the form of a cartridge or a tape and is permanently displayed in the notification bar. This error is a bug of the latest Android software and can usually be quickly and easily solved as follows:
On your Samsung Galaxy S5 open the menu and then navigate to:
Settings -> Application Manager -> tab "All"
Search here in the alphabetically sorted list for "Phone". Found the entry, tap it to view further information about this SystemApp.
You will find there among others the following button: "Clear data". Tap this and confirm the message with "Ok". The Phone app on your Samsung Galaxy S5 is then resetted and will be restarted. The symbol for the new voice mail messages is no longer present in the notification bar. This bug will be fixed but probably only in the next firmware update.