As always ***SPOILER ALERT***
Imagine you are about to kill someone, or they are about to kill both of you. Then, your phone rings. Why would you take the call? It seems rather important to focus on all the guns and potential death.
Yet, this is this situation in which Jim Moriarty finds himself, and he chooses to answer the phone. Why does he answer the phone? What could be more important than taking out his nemesis, Sherlock Holmes? To answer that, let's back up a moment.
"Ciao, Sherlock Holmes," Moriarty says as he backs out of the swimming pool. Seconds later, he burst back in and loudly declaring, "Sorry, boys! I'm sooooo changeable! It is a weakness of mine, but to be fair it is my only weakness."
Why is he so changeable? Why does he change his mind so quickly? Rather, who changes his mind?
To me, that is the question here. A rational man does not say, "I will not kill you," and then immediately say, "Actually, I am going to kill you." Either Moriarty has a split personality, or there are two people involved here.
My guess is Jim Moriarty has a boss. It could be a partnership with Jim Moriarty being the submissive member of the partnership, but I do not think he has a submissive personality. Therefore, a boss is the more likely scenario.
Think about it, for most of Series 1, everyone with whom Sherlock speaks about Moriarty says that no one sees him. Why, then, does Moriarty allow himself to be seen by Sherlock, Watson, and however many snipers were in the pool. One could reasonably say, then, that Jim Moriarty, the person that appears on screen, is not the real Moriarty. The real Moriarty (or whatever you want to call him/her) has not been seen on screen and could be the person who is responsible for the "Did You Miss Me?" message.