I started having issues with my Etsy page and was not getting my security code sent to me
Zendesk has sent me a message... how can I be sure its really Etsy?
A message about what?
OP, on your dashboard, messages from Etsy will be in a folder "From Etsy" and you can reply. If you meant an email, examine it for any suspicious spellings or odd links. Zendesk is used by Etsy. You can always ask in Chat.