I received one of these messages just a week ago. Alexa sent me a message of my friend and his girlfriend having a private conversation. I immediately texted him to ask if he intended to do that and he did not- so weird.
"Amazon sent me a message" is so frustratingly vague...
Now that Alexa is available in my country, I've considered switching it over to a real account explicitly to be able to use some of these calling and messaging features. Maybe I'll wait till the bugs are worked out.
i would assume that the profile for even a free amazon account would require a phone number.