TECHNOLOGY EXPERTS PLEASE: I think my text messages are being intercepted :(?

I apologize for the "shouting," but I really want people that are sufficiently knowledgeable in such subjects to answer this for me. I have an increasingly paranoid suspicion that my cellular phone activity is being monitored. This is the rather simply explained reason why I believe this may be happening... I don't know any fancy technical jargon, so I'm going to be speaking in layman's terms; hopefully, I'll get my point across. Do you know that message that pops up on the screen that says something along the lines of "Sending message to ______," after you've clicked "send" to send a text message to someone? Well this is what happens. Let's say the name of the person I'm texting is... Bob. Either before or after (I can't remember) it says "Sending message to Bob," it says "Sending message to Unknown" ..... Could this mean that someone is forcing all of my texts to send both to the recipient and themselves, or basically intercepting my text messages? If so, does this look like the work of the government? The police? The cell phone company? A nosy relative?!?! I'm feeling very paranoid right now. I would appreciate any help and advice you can give me. Thanks so much...