If you are using a wired headset and you are experiencing that your mic or audio not working, volume not working etc. This could be because your headset is not compatible with the Lumia.
The standard that the Lumia uses is called AHJ (American Headset Jack) for type wired headsets, which is different than the standard Nokia OMTP (Open Mobile Terminal Platform) interface.
The standard Nokia OMTP headsets can still be used with a special adapter as an alternative, an adapter you can get from your local Nokia Care point or phone retailers.
Nokia Lumia 820 and Lumia 920 are the Lumia phones that support both American Headset Jack (AHJ) headsets and standard Nokia OMTP headsets.