Does Twitch cost number verification?

Well, the question title explains the question, I just need to know whether there are costs, nothing more.

Usually no.

Because I got a message that said: "Message and data charges may apply to messages sent by Twitch". Only occur in certain countries?

Yes. This is a standard saying like "could" or even if you call a free number you get the message "may differ" etc. It just depends on where you are calling from and how the tariff is there.

No, probably everyone else would be upset about it.