When someone texts you from an unknown number, is there wiggle room to etiquette?

Proper form would seem to dictate that once you ask, "who is this?" that the appropriate response would be the caller's name, as opposed to "who do you think it is?" or "guess." Whenever I receive one of the latter two replies, it's inevitable that the person is a boy, specifically one who I used to let see me naked.

Am I a big stick in the mud for my complete and utter lack of fucks to give about a drawn out guessing game with a bunch of broad clues which only blow up in their face by showing them how unspecial they actually are? Does this happen to anybody else and do you hate it as much as I do?