void setup()
{

  Serial.begin(2400);
  Serial.write("AT+CMGF=1r");           //set GSM to text mode
  delay(1500);

  Serial.write("AT+CPMS="SM"r");         //Preferred SMS Message Storage
  delay(1000);

  Serial.write("AT+CMGL="ALL"r");       //List SMS Messages from Preferred Storage
  while(1)
  {
    if(Serial.available())
    {
      Serial.write(Serial.read());
    }
  }
}

void loop()
{
}

AT+CMGR=1
AT+CMGF=1

OK
AT+CPMS="SM"

ERROR
AT+CMGR=1
AT+CMGF=1

OK
AT+CPMS="SM"

ERROR

ERROR
AT+CMGR=1
AT+CMGF=1