Hello, I hope you can help me with this problem, thank you

I have an HTC Sensation phone on Android Jelly Bean running the latest version of Nova Launcher. My phone is not rooted.

Yesterday I got a txt message from someone and I saved their number as a new contact. Now when I open text messages on my phone, it says the person's name rather than their number. However, the problem is that when I open my address book (i.e. "Contacts") this person is not listed there.