Hello Kmbainter,
It sounds like you are unable to receive a verification code to set up iMessage with your phone number. We understand how important this is to you and we are here to help.
Verification codes are not sent via iMessage, they are sent via SMS. If your SMS is set up with your phone number and you are still not recieveing the code, you may need to reach out to your carrier. This article may be able to provide some guidance: Add or remove your phone number in Messages or FaceTime
If the issue persists, can you provide a few more details? What did your carrie say? Which device and OS are you currently using? Also, has iMessage worked with this number previously?
Cheers!