If you are getting this SMS message sent to your phone, that means that someone clicked Forgot Password on the Facebook.com entry page, entered your email into it and Proceeded with Send Code via SMS.
This is normal in today's world. When you are registering for many websites, eventually your email address will be captured by malicious websites and used in wrong ways on popular known sites like Facebook, to either DDOS the service or to Bruteforce into gaining access to your Facebook account.
This is completely fine.
If you want to reduce probability of getting such messages in the future.
There is really nothing you can do about it, only to generate a completely new, random and hard to read email for yourself and then never share it with anyone except Facebook.