Last time it did. will it? because I forgot.
Factory reset has nothing to do with your phone number of your sim and as stated by comment above you can always remove your sim before resetting and reinsert after that and it has nothing to do with facebook message as when you reinsert you will receive messages as you are receiving currently
TL;DR resetting won't affect sim number or facebook messages
no it do not change your sim card number but all the contacts on your phone will be lost