Why I am getting messages from unknown sender on my Apple Watch?

Hi - I have received a message on my apple watch that does not show up on my iphone or any other of my apple devices - I have not opened it but I can see the sender is ********- what is this? And what do I do about it?

It is not the notifications only - The message does not turn up on my iphone or any other apple devices - this has not happened before

[Edited by Moderator]