Facebook reached by phone number??

Messaged a contact not currently friends with so it sent as a message request they accepted this message request and read the message at the top of the page under their name it says they have reached you by the phone number you provided?what does this mean as I have no message back from them at all yet it says this in bold under their name on the message but then no message in the inbox?i have set up sms text when I was on 02 but I have changed to ee and can't get this working on ee is that possible?does this mean they have sent a message and I haven't recieved it if it says this under their profile name on the message?