A simple GamerTag recovery should resolve this issue. It is likely that you bought your membership on the website, and the information has not been transferred to the console yet. A GamerTag recovery should resolve this. Post back in here if it does not.
Hope this helps!
Did this solve your problem?
Sorry this didn't help.
Great! Thanks for marking this as the answer.
How satisfied are you with this reply?
Thanks for your feedback, it helps us improve the site.