Turning cellular data= no text messages received?

My wife and I have try to preserve data by turning it off the cellular data from time to time.Could this be the reason we don't receive texts from each other but from other people?

Yes.
If your message/conversation thread is blue, you're messaging one another using iMessage (which only uses data) rather than standard SMS which appears in green (and relies on your texting plan).
iMessage is an entirely optional feature.
You can disable cellular data per application if you prefer, in Settings > Cellular > "Use Cellular For" --
and/or you can disable iMessage in Settings > Messages > iMessage, to reduce data usage but still text.

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