My iPhone says that I have a text message but I don't?

My iPhone 4S has a notification that I have a text message but I don't. I have been searching the forums for an hour and I've tried everything from rebooting my phone, syncing it on iTunes, turning on and off my messages/emails, checking my voicemail, etc. I saw that I have to delete all of my text messages, however I don't want to do that. I do not know where the unread message is coming from and I have no desire to delete all of my text messages to do so. How can I get rid of this? I'm getting really annoyed.

Hello, firend. Have you checked this: Settings>Messages>iMessage/Text Messages to check whether this is toggled to ON.
Also let your friends check this.
If you have to delete all of your text messages, you can backup your messages then delete all of them.