This might seem like a stupid question but keep in mind that stupid questions are in character for me. The reason I'm asking is that I've found a few pregnant escorts in my area but they ask me to verify I'm a real person via a code they send to my phone number message inbox and have no clue what that is. Plus I'm using a burner phone app for all this. If someone more experienced could explain it to me I'd forever be grateful.

That sounds like a scam. Otherwise a message box could be like a text message or voice-mail. Though it really sounds like a scam

Thats kinda what it feels like thanks for helping confirming my gut feeling. Maybe all of list crawler/escort alligator is a scam