I just attempted to put my iPad Mini nano sim card into an iPhone 5 after I activated it on the T-Mobile "free 200mb of data for life" plan. I can tether successfully, but when I try to load a website, a T-Mobile page comes up saying "Turn your Smartphone Into a Mobile Hotspot!" It then asks me to see what my tethering plans/options are. It looks like I'm SOL when it comes to tethering with an iPhone.
I also tried the iPhone 6 on my account. So, basically both the 6 and 6 Plus give the same message. "Please call AT&T to activate this feature."
chabig - Did you buy your iPhone directly from AT&T or Apple? I'm not sure if that matters. I know sometimes carrier branded phones can have differences in features.
I'm not sure how you're able to do it, but I've run out of ideas on what to do. It looks like I'll be switching to Android or Windows Mobile to see if I have any better luck.