a MSG instruction is an instruction typically used to read from or write to other PLC's or devices. When you use a message (MSG) instruction, you have to create a tag of the type MESSAGE, which contains all of the elements you're seeing (msg_tag.DN, msg_tag.ER, and so on). These individual elements are not necessarily used in the code, but the base tag itself should show up in a cross reference - assuming that the message instruction it was created for is still in use!
When you execute a message instruction, you generally have to provide an array of data for the message instruction to use - i.e, if you're writing to another device you have to tell the PLC
which data you're writing
to that device; or if you're reading from another device you have to give the PLC somewhere to store the data it reads. This data array is possibly what your second picture shows.
See if you can find the MSG instruction, and look at the setup window for it. Also read the help file for the MSG instruction - it will give a lot of insight into what it is and how it works.
[edit]: I may have overthought this - after reading Ken's post I realise that you may know all of that, and just wondered why it was still there when the MSG instruction was now gone! Oh well