Hi @cschumbley welcome to the community and thanks for posting, caller display needs to be ordered and activated in the exchange before it will display the number on your phone.
You can place an order for caller display on the MyBT website if you log in with your BT ID. Post back and let me know if you if need any help getting this sorted.
Thanks
Neil
On phoning BT again, the third day, the young man suggested I got a new package, and included Broadband with BT.
I persisted in asking for Call Display on my present package. And he did manage to get it for me eventually, and sure enough after a few minutes it is working fine.
Success, and thanks to you all.