Thanks for the feedback. What OS are you running? I should have mentioned I am running win7 Professional 64 Bit SP1 here. That might make a difference.
Other than the selection being grayed out I can't see any particular operational issues. Do you know to what messages this setting refers?
Windows 10 Pro 64 bit here.
The messages are "feature messages" triggered by user actions. I think they are supposed to pop up once only to introduce new features the first time you use them. I use Photoshop so much that I rarely see them.
I don't think I've ever seen them either. Once in awhile I see tool-tips and and some warning messages that can be defeated on a one-off basis if you want after viewing. I've never been referred to a tutorial or had a video pop up as a result of doing something within the program. That would be a nuisance from my perspective. Maybe that's why I don't have the option to turn on "show messages." :-)