I'll second what vÍnce said about Nick's videos about different aspects of Roll20 or different things you can do. Backing out just a little and looking at Roll20 as a platform, if you want to understand messages, Roll20 parsing, and how scripts play into it all, I'd humbly suggest this video I just released. The video is aimed at explaining the differences between scripts and metascripts and showing the ways to use metascripts -- which is probably more than you want at this moment... however... The first parts of the video discuss messages, how Roll20 handles them, and how scripts work (generally). The video is divided into 4 parts. If you're truly new to Roll20, I would suggest watching Parts 1 and 2... which is probably about 16 minutes. Parts 3 and 4 are more specifically for metascripts, which might be something to circle back to after you get a little comfort with the way everything works.