"Message waiting"? I guess you meant to say the trackers say "We sent you a message about your application"? (new update with purple star?) If so, this can either mean that there has been some movement on your file, which could be internal update (like some agent looked up your file, made some doc review or update for next officer review or maybe sent for BGC or Sec, or file moved between offices or departments etc..etc. It also could be ADR which you will get to know in your GCKEY account (if linked).
I have seen similar notes in my application as well like for instance: "We sent you a message about your application". However I did not received any email update or any new update in my GCKEY account. After waiting for couple of days, I called them to check if there is any update on my file and they said there is none.
Though one thing good in the tracker is that: under the application history, if it says "we received your enquiry", its either web form you sent or update of doc submitted. If its says "We sent you a message about your application" is external update (to you, most likely you get will an email too) or an internal update. So some indications of something happening on the file is better than GCKEY at least, else just call them.