It's a well known scam
Block the number and report it free to 7726.
Don’t open any links or enter any information.
O2 advice here:
How to block a number:
If your making changes to your O2 Account on your MyO2 App and it will need to send you the code.
This is the first message if it's from O2
*FRAUD ALERT - MUST READ* Has someone called you and asked for a code? Hang up. They DO NOT work for O2 and are trying to commit fraud on your O2 account. Never give a one-time code to anyone who called you. Call us on 202 if you need help. If you requested a code yourself, we'll be texting it to you shortly.
Then the Code follows a minute after.
It's a genuine O2 alert that you have received a mms
Possibly you have mobile data off and are using wifi or your phone isn't set up for mms
Don't worry, it's not a scam @F56JCW
Track usage, upgrade and get support with the My O2 appDownload My O2