You will only be charged for incoming SMS messages if your phone number has its SMS Request URL set. If you do not wish to receive or be charged for incoming messages, you should remove this URL.
Phone numbers which are purchased via the API do not have an SMS Request URL set by default. Phone numbers purchased via the Account Portal have their SMS Request URLs set to a demo URL by default. If you do not wish to be charged for messages sent to this number, please remove this demo URL.