EF migration for changing data type of columns

You have a default constraint on your column. You need to first drop the constraint, then alter your column.

public override void Up()
{
    Sql("ALTER TABLE dbo.Received DROP CONSTRAINT DF_Receiv_FromN__25869641");
    AlterColumn("dbo.Received", "FromNo", c => c.String());
    AlterColumn("dbo.Received", "ToNo", c => c.String());
    AlterColumn("dbo.Received", "TicketNo", c => c.String());
}

You will probably have to drop the default constraints on your other columns as well.

I've just seen Andrey's comment (I know - very late) and he is correct. So a more robust approach would be to use something like:

 DECLARE @con nvarchar(128)
 SELECT @con = name
 FROM sys.default_constraints
 WHERE parent_object_id = object_id('dbo.Received')
 AND col_name(parent_object_id, parent_column_id) = 'FromNo';
 IF @con IS NOT NULL
     EXECUTE('ALTER TABLE [dbo].[Received] DROP CONSTRAINT ' + @con)

I know this probably doesn't help the OP but hopefully it helps anyone else that comes across this issue.

static internal class MigrationExtensions
{
    public static void DeleteDefaultConstraint(this IDbMigration migration, string tableName, string colName, bool suppressTransaction = false)
    {
        var sql = new SqlOperation(
            string.Format(@"DECLARE @SQL varchar(1000)
                            SET @SQL='ALTER TABLE {0} DROP CONSTRAINT ['+(SELECT name
                            FROM sys.default_constraints
                            WHERE parent_object_id = object_id('{0}')
                            AND col_name(parent_object_id, parent_column_id) = '{1}')+']';
                            PRINT @SQL;
                            EXEC(@SQL);", tableName, colName)
            )
        {
            SuppressTransaction = suppressTransaction
        };
        migration.AddOperation(sql);
    }
}

public override void Up()
{
    this.DeleteDefaultConstraint("dbo.Received", "FromNo");
    AlterColumn("dbo.Received", "FromNo", c => c.String());
    this.DeleteDefaultConstraint("dbo.Received", "ToNo");
    AlterColumn("dbo.Received", "ToNo", c => c.String());
    this.DeleteDefaultConstraint("dbo.Received", "TicketNo");
    AlterColumn("dbo.Received", "TicketNo", c => c.String());
}