Why am I not receiving SMS messages?

The most common reason for undeliverable SMS messages is supplying a phone number in an incorrect format.

Be sure to use the full international dialing code for your phone number, removing any 0 at the beginning of your number.

For example, if the number 555-2321-0994 is located in the United States, then the international format would be: +155523210994

Or, for the UK mobile number 0797 214 8534, the international form would be: +447972148534

Wikipedia has a full list of country dialing codes.