There are multiple applicant records for the same person and having the same phone number - so the system won't know which one is the correct match and emails the person/group specified in the incoming SMS notifications web config to say as much.
You need to do what the email is suggesting you do, which is remove the number from all but one of the matched applicant records so that they have a one-to-one match and therefore the system knows which one to create a notebook item for.
Although if you have a lot like that and want a data cleanse to ensure there's no phone number duplication across duplicate applicant records, please contact your Account Manager or Customer Success Manager to set this up for you.