Is it possible?
Well, the answer is "yes", but you probably won't be able to.
The functionality exists, however, depending on your regional privacy laws, most carriers do not give mobile user's private information such as phone number (MSISDN). From Nokia phones, they will come in the "X-Nokia-MSISDN" header. However, most carriers are required to filter-out this information from the message headers before they pass onto the internet. In many cases, this information is even filtered out before passing into an different carrier's network when the mobile user is roaming.
In some cases, mobile content providers can form an agreement with carriers to have access to this type of information (i.e. they can get special connection to the carrier network and the messages are not filtered).