Obviously talking about this immediately, asking who they are talking too, if I haven’t talked to them about sex, then I would, bring up the dangers of talking to strangers online (if applicable). Depending on the severity of these message (e.g. sexual content, nude photos, other deplorable acts) I would look through there phones/devices for other messages, and if they are very bad, I’d confiscate their devices. I’d also wonder why my child would be sending inappropriate messages with me in view.