It shows you have unread text cause that unread text is being lock. Delete all conversations and that one or two unread text will b on your screen. You need to unlock then delete.

Ok so I have this phone too.. I did what u said and there is no messages displayed in there but still is showing notification

Thanks. I think there's an unread message in your SIM card.
Try this: Go to Messaging > Settings > SMS Settings > Manage SIM card messages > check if there are any messages there.

Zte grand x max..I had to delete all my threads it kept saying one message but had none

Hi there! Which ZTE phone are you using?