I would call AT&T first to see if they can work around your issue. A lot of times when you switch devices there's something that needs to be done on their end to ensure you get all of the features.
Did you previously have an iPhone? If so then iMessaging may be grabbing your messages. To solve that you'd need to log in to an apple device, then turn off iMessaging, then your texts should be going to you.
In any event, AT&T will be able to help you. An even better idea would be to go to a Device Support Center, where they can help you resolve those issues. They are so helpful.