Messages is one of the original iPhone (now iOS) apps shipped with the iPhone. It also now includes version of Messages shipped with OSX Mountain Lion.
The messages app is fairly complicated since it now exists on two platforms with different functionality on each.
- iOS Messages is one of the original apps and went from SMS only, to SMS and MMS and now SMS, MMS and iMessage on iOS 5.
- OS X Messages was available in beta software on OSX Lion but is now only available with OS X Mountain Lion. Messages on Mountain Lion unifies iChat and iMessages on the OS X platform.