In reply to drunken monkey:
Good luck! I have had a bit of an ordeal getting a refund on monthly payments towards my Note 7 on a Vodafone contract... Their customer support is not very helpful and don't seem to actually listen to your issue. They kept going on about how generous they were for not charging me the early termination fee on my faulty phone.. (they said not all of them caught fire so mine might not have been a faulty one?)
I'd suggest speaking to them via the online live chat (it's easy to escalate an issue and keep a record of what they say) and ask them to check the usage during the period you have been on o2. If you haven't used the sim at all and there has been no data/ calls/ texts then it should confirm that you believed the contract to be cancelled. Insist you spoke to customer support when you moved to o2 and they said it was cancelled over the phone (even if you didn't actually call), doubt they will try prove that you didn't.
They don't actually charge you for the number though, just the service? Was it just a pay monthly sim? If you didn't actually call to cancel then it would carry on automatically beyond the initial duration of the contract even if you stopped using the sim/ number after moving to O2. It only cancels itself if you use a PAC code to move the old number to your new network.
Just keep insisting that you cancelled it and that their records will clearly show it hasn't been used.