The Messages application allows users of your website to communicate via text messages. Its purpose is to provide an internal way of communication with other users of the website, both on the live site and in the user interface.
Users with access to the Kentico administration interface can send, receive and manage their messages in this application.
There are other ways you can enable users of your website to communicate with each other. The Forums application allows you to add standard discussion forums to the live site. The Message boards applications provides similar functionality as the forums, with the difference that message boards are not structured and are typically used to let users add comments on the content of a particular page.