Check your number in Settings >Phone >My number and correct it if wrong.
Did you factory reset the phone first before putting your SIM in?
Are you correctly logged into iCloud etc?
Assuming you have "send as sms" turned on, I'd be inclined to back up to iTunes and factory reset again.
That is the correct number but you'll need to turn off wifi calling to send it.
On the phone keypad type in *#5005*7672# - this tells you the message centre number installed in the handset.
PAYG should show : +447802092035 Monthly : +447802000332
If it doesn't, type in the sequence below.
##5005*7672# this deletes the message centre number.
Then **5005*7672*+447802092035# (for PAYG customers)
or **5005*7672*+447802000332# (for pay monthly)