IPhone 5 help? Messages not coming in after icloud restore?

I returned my iphone5 two weeks ago because it was faulty and it was sent away to be checked and today I got a replacement iphone 5. I restored it through icloud so I could have all my old apps etc.
But all he messages I received over the last two weeks while I have had no phone have not come through? My SIM card is in so surely the phone identifies with that number?

There must be something wrong withe the SIM card

It has nothing to do with the SIM card. I hate when people give idiotic answers. You don't even need a SIM card, since this is just a database it's resorting.

It could be a number of things, which I would have to see to know. It could be:
1. You never pressed "backup to icloud" on iTunes or your phone, and thus never got backed up.
2.It's not finished restoring.
3. Your iOS is a previous version from your last.
4.It became corrupt (the file).
5. You haven't initiated the restore.

Wish I could help, but this requires more of an in depth look at your phone than a general answer.

It isn't your SIM card though.

If you are like me and hoard text messages, you should look into buying 3rd party SMS backup software. I use backuptrans, which backs up your entire SMS threads (except for pictures) and saves them on your PC. You can restore them on ANY iPhone by plugging them in and clicking restore. It will even merge it with your current coversation. This way you know you'll always have them. It's like a one time payment of 20 bucks for the software.