Messaging means that programs communicate with each other 
by sending data in messages and
not by calling each other directly.

Message means some data  or information which is sending to 
other MQ end.

A message is a string of bytes that has meaning to the 
applications that use it
Message = Header(s) + Application Data
A message consists of a header and the attached application 
data.
Headers like:
Unique Message Id, Routing information, Message format

The data part of a message:
A record from an indexed or flat file
A row from a DB2 table
Individual columns from DB2 tables
Multiple rows or records