Now you have Two Factor Authentication Enabled on your system a hacker will try and Social Engineer other methods to get your codes if he has your password as well.

One of this  is Sim Card Hacking Per Our Article here

The next method seems to be messaging you pretending to be the Two Factor Service

Of course above is the hacker sending your a Text Message when he submit login trying to get you to reply with your Code. Its clever but pretty obvious. 

If goes with out saying you should never SMS back your Two Factor Code to anyone of enter it anywhere apart from the legitimate website requesting it