"A" displayed and will not record caller's message

It isn't programmable, once you have it wired to the TV you select function display and it should program itself if properly connected.

Lets see if I can get my hands on a manual. one moment

Haven't you solved this yet? When we install a system, we reserve THREE buttons for voice mail functions. One is VM Transfer, one is 2 Way Transfer, and one is VM Record. In order you pick 3 buttons press PROGRAM one of the buttons and dial in order 94 500 STORE 01 500 STORE and 90 500 STORE, assuming your voice mail is on the default extension of 500. To send a call to someone's voice mail you press VMT and his DSS button or dial his extension and hang up. The outside party will get all of his greeting. If you want to prompt the user, like you would if you were taking a pink slip, you press 2W Transfer and his extension and carry on a conversation with the outside party. The message records in their mailbox as a new message. If you want to silently record into your OWN box, you press the VM Record button and your conversation is recorded into your own box as a new or old message, depending on how the system is set up.

There are other variations, including a single button transfer into someone's mailbox and some other features that are covered in you telephone sytsem OM or User's manual under Customizing your phone.

Carl

Greeting message
When the unit answers a call, callers are
greeted by a greeting message. You can
record your own greeting message or
use a pre-recorded greeting message.
Recording your greeting
message
You can record your own greeting
message (2 minutes max.).
1 {GREETING REC}
2 Within 10 seconds, press
{GREETING REC} again.
3 After the base unit beeps, speak
clearly about 20 cm (8 inches) away
from the MIC.
4 Press {?} (STOP) to stop recording.
Using a pre-recorded greeting
message
If you erase or do not record your own
greeting message, the unit plays a prerecorded
greeting message for callers
and asks them to leave messages. If the
message recording time (page 39) is set
to “Greeting only”, caller messages
are not recorded and the unit plays a
different pre-recorded greeting message
asking callers to call again.
Playing back the greeting
message
Press {GREETING CHECK}.
Erasing your greeting
message
If you erase your own greeting message,
the unit plays a pre-recorded greeting
message for callers.
Press {GREETING CHECK}, and then
press {ERASE} while your greeting
message is playing.
Listening to messages
using the base unit
When new messages have been
recorded, the message indicator on the
base unit flashes.
Press {6}.
L If new messages have been recorded,
the base unit plays back new
messages.
L If there are no new messages, the
base unit plays back all messages.
Operating the answering
system
Key Operation
{^} or {V} Adjust the speaker
volume
{7} Repeat message
(during playback)*1
{8} Skip message
(during playback)
{?}
(STOP)
Pause message
– To resume playback,
press {6}.
– To stop playback
completely, press
{?} (STOP) again.
{ERASE} Erase currently playing
message
*1 If pressed within the first 5 seconds of
a message, the previous message is
played.

check if this works and tell me if any issues

Press the MESSAGE button and look at the display. It could be that the button is being lit from another caller inside your system and not from voice mail messages.

Try making a new recording.

RECORD AN ANNOUNCEMENT
1 Prepare your announcement. Each
announcement can be up to 4 minutes long.
2 Press A.
3 Press and release S until you see
the letter of the announcement you want
to record (A, B, or O).
4 Press R. Begin speaking after you
hear the beep. Speak in a normal tone
of voice, about 9 inches from the
microphone.
5 Press S. The system plays your new
announcement. To hear the announcement
again, press P.
6 Repeat Steps 3 to 5 to record another
announcement, or press S.


To assign an announcement to play:

SELECT ANNOUNCEMENT CALLERS HEAR
1 Press and release F until the screen
displays ANNC.
2 Press and release S until the screen
displays the announcement you want
callers to hear (A, B, or O). If you
select AO, you must record an announcement,
as instructed in “Record an
Announcement.”
3 Press S to return to the message display

I read thru the manual. There is nothing bout recovery of factory messages. If you recorded your own, try deleting it. Or unplug the base from power and try a reset. This is from the manual. At the end, I gave you a link to the manual!

Using a pre-recorded greeting
message
If you erase or do not record your own
greeting message, the unit plays a prerecorded
greeting message for callers
and asks them to leave messages. If the
message recording time (page 39) is set
to “Greeting only”, caller messages
are not recorded and the unit plays a
different pre-recorded greeting message
asking callers to call again.


http://service.us.panasonic.com/OPERMANPDF/KXTG9331.PDF

Is caller ID enabled on your line, usually this is an extra provided by the phone company, software won't function without it usually.