The speed between the Arduino and GSM can vary - that’s the first think you need to establish
Use a default piece of code listeneing to the Serial console input and relay that to your gsm and print out what you receive back
If by send AT you don’t get an OK back there is no need to dig further... change baud rates until your modules connect properly
(Provide information on how those things are wired and powered as well
And which module you exactly have)