Does Find My iPhone send you text messages?

No, most likely that's a scam attempt. DO NOT respond nor give any personal info to anyone.

See this support article:--> Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Regards

Giulio

While you may think that the message you receive is from a secure source, be aware that Apple is NEVER involved in a lost or stolen device and will NEVER ask you for credentials (Apple IDs, passwords, passcodes, credit / debit cards numbers, etc) via SMS or email.

If you think that your account (Apple ID) is compromised, change your Apple ID password as soon as possible, as per these instructions:--> If you think your Apple ID has been compromised - Apple Support

FYI: The thieves got your phone # from your stolen SIM.

When you got your new SIM, they sent you a text trying to get you to reveal your phone’s credentials so they could reset and re-use your phone; or worse … hijack your entire AppleID identity

As Proust replied … REVEAL NOTHING.

It’s unfortunately a TOO common scam and quite widespread.

It’s driven by the strong security afforded by iPhones; where the ONLY way “in” is w/ phished credentials.

SIM PINs are one way to combat this; but are probably too cumbersome for many [most] users.

eSIMs … where the SIM is protected by the security of the device itself … should help choke-off this particular attack vector.

Simply clicking on a link doesn’t cause too much concern … NOT providing info is what matters.

No real need to change your number; after all, there’s no assurance that the number you’ll receive isn’t even more at-risk due to it’s previous owner(s).

However DO be VERY sensitive to unsolicited texts going forward.

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

Suggest you DO review all of your account and security-related settings at https://appleid.apple.com/ AND enable 2FA if you’ve not already done so.

More info is available here:

Use the built-in security and privacy protections of iPhone – Apple Support (AU)

BTW … recommend that you do NOT remove your device from your AppleID.

Doing so will release the activation lock and make your phone usable again. (so the thieves “profit”)

Keep that lost phone on YOUR account forever.

And, just to be sure, I hope you've already read the steps you can perform in such a situation:

If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

and/or

Use the Find My app to locate a missing device or item - Apple Support

Have a nice day

Indeed you ARE welcome.

Use this opportunity to think-thru - and actually PRACTICE - how you’ll handle the NEXT time your phone becomes inaccessible.

You’ll find that once fully prepared … a lost, stolen, or damaged phone becomes a “pricy inconvenience” rather than a major, stress-inducing event.

If (luckily for you) Safari was unable to connect to that link, I believe there is nothing to fear.

Regards

Giulio

You are most welcome :)

Regards and best of luck.

Giulio