Apple - The phone number "is not registered with iMessage"

You need to wait for the iOS 8.1 update in order to be able to do SMS from your computer / iPad. It should be available for you now or tomorrow if you go to "settings -> general -> software update"

EDIT: "iPhone Settings -> Messages -> Text Message Forwarding" then select your device that you want to send from and enable it :)

Restart messages on OSX if it's still not working.

Also check the OS X settings: Messages > Preferences > Accounts.

In my case the Messages app had disabled my AppleID account and enabled a new Google Jabber account.