No problem with the phone. But make sure that it and any other 'shiny' items are secured. If you must take ipod of mp3, same detail. Try to minimise attractive (shiny) stuff for your own piece of mind. you will have enough to get on with, without considering what is safe!
Enjoy and be a sponge. dig in deep when it gets tough. be a grey man when you can and be first on all of the events when you do your test week!
If you take any valuable items keep them secure and out of view, leave them in your locker and use in down time at night. Dont carry them in your uniform as you'll get them confiscated and end up with some kind of punishment.
Depends on your training staff really some turn a blind eye as long as you dont have it in your uniform others may put a total ban.......out of sight out of mind. My sons platoon had all there MP3 players/phones confiscated for the first month due to people breaking the rules when he went through training last year.