It's not a message, they put you through directly to whichever ship the party being contacted is on, at which point they can try to find who is needed if it's a real emergency to be contacted or they can put you through to the stateroom, and you either talk to someone live if someone's in, or leave a voicemail, just like at the resorts.
We got one of those calls once (and happened to be there) as that trip we had brought my parents who had a minor problem with the home water heater.
You need to have a charge card handy to make the call and it's $8 a minute.