So I send a girl a text message...

Me: OMG! You're not going to believe what happened to me last night!
Her: New phone sorry, who's this?
Me: Oh sorry, wrong (girls name)
Her: Wait but who's this?

What are some good conversation to talk about via text to build attraction, and how do I lead it there?

Was this a cold approach or a girl you've known from school or work?

Either way the "Sorry wrong _____" seemed a little out of place. I would've said something first like "hope you wiped off the treadmill after you used it, or else I might report you" (if you approached her going to the gym) and then when she said "who's this" you can either answer or make her guess and THEN go into "you'll never guess what happened to me last night" and insert random story to evoke a feeling out of her.

The problem with the "OMG you'll never guess what happened to me last night" was that you didn't really give her anything to hint that it was you.

Seems like you just confused her then negged her by saying "sorry wrong ___" for no reason. At this point I'd just forget you said "sorry wrong ____" and say I'll give you a hint but you only get one and say something funny. Preferably a hint that only she would know. Then go into the story.

Just my two cents