What phone do you have, it should be listed under your regular (or advanced) Text/SMS settings?
Although, if you're using an iPhone, then you'll need to go to your dialling pad and punch in: *#5005*7672# and then hit call. This will display the current Message/Service centre number you have set, which should be giffgaff's one, since this is set when you insert your SIM, and shouldn't change.
If not, then you can change it to it by using the following (same as above, pop it in the dialler then hit call): **5005*7672*+447802002606#
Also, you can delete the number using: ##5005*7672# - though again, this is only for iPhone, erstwhile on other devices, it should be in your settings as I mentioned at the start