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In my user backend I have a tab named 'messages' (mysite.com/user/uid/messages) and a second named 'Private messages & invitation' (mysite.com/user/uid/contacts).
For what I see private messages is where users can message each others when there are trusted contact.
Now I want to know the use of 'Messages'. Also I've seen that there is two modules message & Privatemsg.
I installed Drupal Commons once out of curiosity, but it was a long time ago and my memory is fuzzy. I know both of those modules, so this is just an educated guess on how Commons is using them:
Private message is for messaging other users on the site. While Messages is used for notifications/alerts that tells you someone posted here or there, or someone liked your comment etc...
By using the Message module, you can create your own custom "Events logging" (to register things that happened in a site).
A great sample of this you can find in Commerce Kickstart, which uses the Commerce Message module, to create such "Events logging". In this case in the format of an Order History, as shown in this screenprint (from this module's project page).
The Message module is an amazing module, though there is not a lot of documentation about it. It is fully entity based, which implies that it perfectly (out of the box) integrates with modules such as Views and Rules. And to give you an idea of the kind of things you can use it for, have a look at the answers to:
