Messages are the data sent between computers. They are just bits of data passed around a cable, but they go by many names.
Types
Segment
Only used in the Transport Layer. consists of a TCP header and the Data that includes an Application header(it is part of the data now) and the data.
Packet
The most commonly used term for network messages. The Network Layer message. has your IP address header and your Data gotten from previous layers.
Frame
The last encapsulated form of message before it enters the Bit Transmission of the Physical Layer
Data
Its important to know that data not only includes the original data sent, but also the headers of the previous higher layers. For example, this might be an example data on the IP layer: `| SEQ5 | OK(200) |
This whole block containing the previous headers is called data, because the IP layer does not care about these headers