The other thing to consider is that this woman, dissatisfied with their own married life, may be attempting to relieve her misery by striking up a relationship with somebody else. That somebody else could be you!!! You have been a shoulder for her to cry on, and it's easy for a vulnerable person to form an attachment to somebody that shows them sympathy. I'm not saying that you shouldn't be sympathetic, quite the contrary, the lady needs someone that she can talk to. But you must make it very clear to her that you love your wife, and you have no intentions of anything other than friendship.You may feel that you have a platonic relationship with this lady, and as far as you are concerned, there is nothing in it beyond friendship, but if this is a case, have you introduced her to your life?
If your wife comes to know about this friendship, she may misinterpret it, and in that case your harmonious relationship could be put in jeopardy. You would be far better off having things out in the open, so that there is no chance that she could get the wrong idea. Sending text messages to each other looks suspicious, even when it isn't. And from what you tell us, some of the messages this lady has sent you could easily be misinterpreted. If I were you, I would introduce your wife to this lady, so that they can form a friendship. She could use your wife's shoulder to cry on instead of yours, and it would prevent any further risk to your own marriage.
It could be that her vulnerability has made her see you in terms that are inappropriate for two people are friends. Her dissatisfaction with her own marriage means that she is casting around for something better, even if she doesn't realise it herself. She is in fact, a prime candidate for an unscrupulous man to manipulate her into an extra marital affair, and if you were the type of man that would take advantage of a woman, knew could probably quite easily get her into bed. You say you have had no dirty thoughts about, make sure it stays that way. The consequences of an extramarital affair usually result in a tragedy that destroys two families, and two marriages.
Talk to your wife about her, in general terms, and say that she is a good friend, and she needs some help. If your wife is a kind and compassionate person, she may well try to help, and you can have a clear conscience because you will have done the right thing.