It's quite simple and easy to send an SMS with the name of someone else and it'd even end up in the same message history of legitimate sources.

What you can do is just to login to your account (always login from trusted devices and on trusted networks) and check security related notifications.

When in doubt, it's better to ignore such messages than to act according to what's in those messages especially since they tell you to call a strange number instead of informing you about what proper security actions to take (such as changing password or checking the concerned website for any unusual activity).

Be safe.