Where are text messages located on an iPhone 5?

I'm activating my new iPhone 5 which I just received in the mail. And it says to enter a code which was sent to me in a text message. However, I can't figure out just where the damn Hell the text messages are on the damn phone? I just can't find it! No matter what! So, just where the Hell are they?

There's an icon with a speech symbol on it that says messages under it.

The green icon named message.