Hello Bala_sunku,
Welcome to Apple Support Communities, and thanks for participating! We understand that you're wanting to know how to identify which phone number has received a SMS message. You should be able to open the message thread and tap on the contact name at the top, then the "I". From here you'll see if it's being sent to the primary or secondary number.
More information on using dual SIM, setting your default number, and more can be found in the following guides:
Using Dual SIM with an eSIM
Using Dual SIM with two nano-SIM cards
Thanks again, and take care!