Chosen Solution

while I am playing games a pop message is coming and it’s irritating

It seems like it’s just letting you know that your service provider may charge for SMS messages, without a texting plan you are generally charged per SMS. Since iCloud send its messages via the internet it is free, so this message is probably just a head ups, before you come to them complaining about being charged for an SMS that is sent when you add a number to an icloud account.