I got another one yesterday, too.
I seriously doubt that the "AT&T Commercial Mobile Alert System" is legit. AT&T would never put it's name on these ridiculous texts. I think this problem is being caused by a security flaw. There is no way to block calls or texts on this device, and I think this is being exploited by some clowns who think it's fun to annoy people.
I have been getting strange calls and texts since the day I activated this HTC One M8 for Windows. I cannot even begin to tell you how many calls and texts I get for a person named "Sparkle Morgan."
I, too, was told to change my number when I called to investigate this situation.
I honestly don't think it will do any good to change my number bc I'd be using the same device with the same security flaws.