Some phones send group messages as mms even without pictures. This means that when you reply you are also sending mms. If you are in the UK this can cost you over 50p a message. So be careful.
Welcome to Android Central! If you see a "Tap to Download" message, that means it's an MMS message that can't be received properly -- usually because your mobile data is off or having reception issues. First, make sure mobile data is on.