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I now have Aldi Mobile's Combined Data and MMS setting for its Data / Internet settings.
How can I enter its information into my Sony Xperia phone so that I can start using my Aldi Mobile plan (35GB data /month)?
Normally it should download as if by magic.
Automatic
On your phone go settings -> network & internet -> internet settings -> a window will popup indicating that settings will be downloaded.
Manual can be done as well.
You can visit Aldi's website and find the APN settings.