Does the pop-up appear as part of your messages within the messaging application? Does the message ONLY appear after you receive a message? What are you using for Twitter?
To try and identify the source application, when it comes next time, do not close it. Instead go the Task Manager (by long pressing your Home Key, and selecting the Icon on the left side and then go to Active Applications. This should hopefully start the process of identifying what it is and working your way to removing the responsible app.