Fake text message hack going around?

A few minutes ago I received, what appears to be, a fake text message.

My phone vibrated, I didn't grab for it right away. It vibrated again so I picked up and hit the Home button to turn the screen on. There was a popup that looked mostly like a normal text message.

I started reading it and it started with something like "Yesterday you sent me 3 text messages regarding our relationship...". I could see that the message was so long that it was running off the screen; so I slid to unlock so I could read the whole thing.

However, the message is not in the text messaging app anywhere. I don't believe it was an actual text message as it does not exist in the text messaging app. Also, the message looked slightly weird because I did not notice a name or number displayed and the entire message text was bold. Typically, the name is bold and the message text is normal.

My phone is not jailbroken and the only new applications I've downloaded recently are Google Places and Crock-Pot (recipe application).

Is there any word on an app or hack able to fake text messages going around? Is that even possible?