Hi Ritesh,
Temperature sensor give analog value as its output. So we should connect it to any adc channel of the controller to read the corresponding digital value.
GSM module can be connected to the controller through the uart pins. We can communicate with the module using AT commands for message sendind, receiving and all.
Try some sample codes for adc interfacing, serial communication. Then learn AT commands and you are ready to do the project.
Simply read value from adc and send AT commands for sms sending which includes this value in the message text.