Do you have the Mute function activated (although this normally mutes the 'system' sounds only, some games and other apps mute all sounds when this function is set). It can be set by one (only) of the two following mechanisms - either the switch next to the volume control 'rocker' button or the 'soft' switch in the multi-task bar (double-press the Home button to open the multi-task bar, 'flick' the screen to the right and, at the far left, is the soft switch.
One of these activates the orientation lock the other the mute function.
Also, note that the iPad 'remembers' the setting of the volume control independently for headphones and the internal speaker. So, you can have the headphones set at full volume, then pull out the headphone plug and hear nothing because the volume was previously set to zero for the internal speaker.
Tim