I have an idea for a project and one XBee needs to send messages to a phone wirelessly, or to another XBee connected to the phone directly.
The cell phone is a radio. The XBee is a radio. They do not operate in the same frequency band, and, even if they did, the phone would not implement the XBee protocol that lets the XBee communicate with resending and error handling.
So, no the XBee can not talk directly to your phone. It can talk to an XBee that is wired to your phone, though, IF you have a phone that has a serial port, AND you know how to (and CAN) connect to it.