Welcome to Vodafone Community
It sounds like you may not have completed your set up and still have content controls in place preventing you from accessing underage sites. Please see below how to complete the set up and remove content controls.
As far as your phone is concerned, providing content control is turned off on your mobile account, you should be able to access WhatsApp, Twitter etc over mobile data.
If you still need help follow this link to speak to the Broadband Team direct: Broadband and Home Phone FAQ's
Edited to add. If you have not already installed the broadband application to your phone this needs to be set up to manage your account settings from your phone.
Thanks I'lll look into changing that. By the way the sites I was talking about not having access were not age related sites. I was talking about sites like Pinterest and also forums like Digital Spy and Many Saving Expert, so nothing that would possibly need to be blocked.