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How can I start to troubleshoot any problem with my iPhone?
You may wish to start by reviewing EveryiPhone.com's iPhone Troubleshooting & Repair Q&A in its entirety to see if the particular problem is addressed directly.
If your precise problem isn't covered by the Q&A, Apple's own iPhone support site is excellent to start troubleshooting. The manual for your particular iPhone also is well worth reviewing. Apple's general recommendations for essentially all problems are to recharge, restart and reset, update and restore the iPhone in that order. Those steps resolve most problems.
Also see: How do I reboot or restart a "frozen" or "hung" iPhone? How do I reboot or restart a "frozen" or "hung" app or otherwise "force quit" an app?
If your iPhone will not turn on or wake up, the battery is probably out of power and needs to be charged. Try charging the iPhone for at least 10-20 minutes and see if it springs to life. If it doesn't come to life after even an hour or so, you will need to try restarting, resetting, updating and restoring the device in that order as Apple recommends. If it still won't turn on, you may have a hardware problem. It is most likely a dead or weak battery, but it could be a display problem or another issue.
If your iPhone will not turn off, you will need to try resetting it or force quitting a misbehaving app. If that won't work, or the iPhone is unresponsive, let the battery drain until it runs out of power and then recharge it. This may solve the problem on its own or you may need to try restoring the device. Please note that restoring the iPhone will erase all data. Be sure that you have recently backed up your iPhone before restoring it.
Also see: Why won't my iPhone battery charge completely? Why does my iPhone run out of power so quickly?
If you have read everything on EveryiPhone.com and the Apple Support Site to try and solve the problem on your own, asked your friends for help, and contacted Apple technical support (assuming you still are within the support period), but are still unable to resolve the issue, your iPhone may need service.
If the iPhone still is covered by the warranty, please refer to the Apple iPhone Hardware Service Request page for more information on how to send your iPhone to Apple for service. Particularly if your iPhone is no longer under warranty (and often even if it is under warranty) or the problem is not covered by the warranty (accidental damage, for example), a third-party diagnosis and repair service is likely to be more affordable. Apple's iPhone Service FAQ may also be of interest for coverage details.