This is what the Messenger Service does:
Messenger Service. Sends messages to and receives messages from users and computers or messages transmitted by administrators or by the Alerter service. If disabled, Messenger notifications cannot be sent to or received by the computer or by users currently logged on. NET SEND and NET NAME also will no longer function
Now, if you're a single stand-alone PC you won't need to hear from the Administrator this way. Mine just yells at me from the kitchen.
But the Alerter might just need to tell you that, for instance, your hard disk is showing signs of distress and you might want to back-up and replace.
Windows Messenger is what I would like to refine next autumn/winter. Before the grass started to grow, my chum and I were on the verge of being able to make free "telephone" calls on Windows Messenger with an "always-on" Internet connection. And this would be world-wide if really properly configured. You can configure it so that you will only ever get messages from those to whom you have given an e-mail address. Needn't be one you ever use for e-mail - just a special one that will show him/her that you are on the Web and available for text or voice contact.
So I suggest you don't get too heavy handed with either of these; they are both potentially very powerful and useful. They just need a bit of time and trial/error to get the hang of them.