How can I get the actual stored procedure line number from an error message?

IIRC, it starts counting lines from the start of the batch that created that proc. That means either the start of the script, or else the last "GO" statement before the create/alter proc statement.

An easier way to see that is to pull the actual text that SQL Server used when creating the object. Switch your output to text mode (CTRL-T with the default key mappings) and run

sp_helptext proc_name

Copy paste the results into a script window to get syntax highlighting etc, and use the goto line function (CTRL-G I think) to go to the error line reported.

Out of habit I place LINENO 0 directly after BEGIN in my stored procedures. This resets the line number - to zero, in this case. Then just add the line number reported by the error message to the line number in SSMS where you wrote LINENO 0 and bingo - you have the error's line number as represented in the query window.