Messages allow you to send messages to users of the same workspace.
If you send a message in the channel called General every users of the workspaces will receive this message because this is a public channel.
You can do more than sending messages, you can start a call if you click on the bottom-right phone icon. Any users who want to join you on your call must click on this icon in the same channel than you.
If somebody directly answer one of your messages, you can drag and drop on message into another to order your discussion (you need to drag and drop from the user profile image on the left of the message).
If a discussion is important or start to take too much place, you can transform a message into subject and drag and drop answers into the new subject. A subject is like a sub discussion into your channel. When you finish the point, you can write a summary and close the subject.