Welcome to Android Central! Do you mean you're getting a
notification at the top of the screen, or an actual
SMS text message? If it's a notification, it's likely from an app you installed, as mentioned by dancing-bass. It's also possible it could be from an ad network--you could install something like
Lookout Ad Network Detector to see if any are present on your phone, and opt out if one is present.
If it's an SMS text message, then you should be able to identify the sender's number. I think you can also block a number on the My Verizon website.