Okay, NOT happy, just found a MAJOR security flaw in IOS 5
I picked up a replacement handset from Apple last week and was going to give it to my daughter, the handset was locked to O2 so I activated the handset, made a few calls to register it on their system then called O2 to get it unlocked.
I then put an old Voda sim in it so I could unlock it by connecting it to iTunes, it wasn't through so put it to one side, and forgot.
Last night (a week after my sim card was removed) the phone started beeping, I thought it was a flat battery, I looked at it and saw I had a load of iMessages, I was just about to delete them as the sim was just a random old one I picked up when I recognised one of the numbers, these were all messages meant for me, some had been sent that day.
It seems that the iPhone had stored MY phone number in its iMessage settings and was retrieving all my messages.
I haven't set up the phone, it has no settings installed it has just stored the number from me putting the sim in, and that's it, it gets all my messages...