That’s a so-called an SMS Flash message, which usually means it’s a scam.
SMS Flash message, not to be confused with Adobe Flash or the flashlight, etc.
Flash messages bypass the messaging-related apps. Intentionally.
More than a few carriers no longer even offer that particular SMS service, due to spam.
Reception of those messages can usually be disabled in SIM Applications in your iPhone Settings. That’s how you can shut these off. Or check with your carrier.
Delete it and/or ignore it, and get on with your life, and your iPhone is fine.