On a Raspberry PI tethering does not happen instantly. Firstly we need to add it to the interfaces file.
Open the interfaces file:
sudo vi /etc/network/interfaces
Now we need to add the interface usb0 by adding the following line to the end of the interfaces file:
iface usb0 inet dhcp
Now we can bring the interface up by running the command:
sudo ifup usb0
You should now have a internet connection on your Raspberry Pi through your mobile phone.