My Mobile got hacked by 'Anonymous'. How can I fix it?

Yesterday night I got a message which says: "Your Mobile is Officially hacked by Anonymous!!EINSELF" The strange thing is that there was no reply possible, so I guess it wasn't a normal sms. Also it does not end up in my incoming messages. One further strange thing is that there was a mobile number available from the options. Is this the sender number? Should I go to the police and ask what I should/can do? Should I send some questions via sms to that number? How can my phone be hacked? My phone is a simple samsung outdoor one. What is now possible for the hacker? Can I use it anymore securely for e.g. mobile TANs? BTW: the "EIN SELF" is a German phrase which is "one eleven" in English. With that phrase the author ironically notes three times '1' which can happen if 'stupid' or young computer guys do not press the shift after the '!' anymore if they are in a rush.