Received a message on my iPhone stating it's been hacked?

Your phone has not been hacked. The FBI has a really hard time trying to really hack a phone.

The message that you saw was a common scam that is trying to trick you into buying useless software or worse.....providing your personal info so the bad guys can get into your phone.

Delete the message. Never click or tap on a link in a message like this.

You will see more messages like this. Ignore and delete them all. Scams are everywhere. Be careful.

All such messages are scams presented by criminals. Do not interact with the message or the sender.

https://discussions.apple.com/docs/DOC-8071

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

U.S. Federal Trade Commission – How To Spot, Avoid, and Report Tech Support Scams