hi
I got a text welcome to Canada
regarding my data
I have not left the US
Are you close to the border? Your phone must be picking up a stronger signal from a Canadian tower in which case I'd shut off roaming on your phone.
If you're nowhere near Canada and got a text about being in Canada, that's a much more concerning situation because I'd be wondering if someone bought themselves a line and device on your account and is now using it overseas.