I read the Wikipedia article on James Joyce and there is a mention of a telegram he got after his mother got ill. The telegram said "NOTHER [sic] DYING COME HOME FATHER" and it prompted Joyce to come home from Paris.
What if it wasn't sent by his father? How could he know? Was there such a thing as a prank telegram? Or could a telegram be used in another way, e.g. misleading or distracting a rival or enemy?
This has been asked before, with articles and a documentary listed in the answers: https://www.reddit.com/r/AskHistorians/comments/20oo8y/prior_to_the_invention_of_the_telephone_did/
NY Times article is here: http://www.nytimes.com/2006/02/12/weekinreview/12word.html courtesy of /u/DrunkDylanThomas in the abovelisted thread
Snopes discussion is here: http://message.snopes.com/showthread.php?t=19954 Thanks to u/bookwench in the thread
/u/IAmAHat_AMAA listed this documentary: https://youtu.be/K6_R70S1pLg
Also, see "drunk telegram" discussion: http://www.reddit.com/r/AskHistorians/comments/2su41j/is_there_any_evidence_of_a_drunk_telegram_similar/
There's an anecdote about Samuel Clemens (Mark Twain) sending all his acquaintances in town a telegram that said "All is discovered. Flee at once." and delighting in them all leaving town for a period.
Not prank messages that I know of, but certainly there was the telegram equivalent of sexting.
The example that comes to mind is: 'Arriving 7pm, Norwich'. Innocent enough to the staff at the telegraph office, but the reader knows that 'Norwich' is an acronym for 'nickers off ready when I come home'.