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Mensaje vs. recado

The Spanish language has a rich variety of vocabulary which offers different words for different contexts. The words mensaje and recado can both translate to message in English but they are used in different scenarios.

Mensaje

A2
Mensaje is the general term for message. It is used in both formal and informal situations. This word covers every kind of messages including those written, spoken, or sent through digital media.
Por favor, envíame un mensaje cuando llegues.
(Please, send me a message when you arrive.)
Recibí un mensaje de mi jefe esta mañana.
(I received a message from my boss this morning.)
¿Has leído el mensaje que te envié por correo electrónico?
(Have you read the message I sent you by email?)

Recado

B1
Recado also translates as message, but most often refers to spoken messages that are usually addressed to someone through someone else. They are usually messages that involve a task or something to remember. Recado also implies some level of personal involvement.
Le dejé un recado a tu hermano para que te llame.
(I left a message for your brother to call you.)
María, ¿puedes darle este recado a Juan? Necesito que compre leche en el camino a casa.
(Maria, can you give this message to Juan? I need him to buy milk on the way home.)
Mi madre dejó un recado para que no olvides pagar las facturas.
(My mother left a message so that you don't forget to pay the bills.)

Summary

While both mensaje and recado translate into message, mensaje refers more globally to any type of message written, spoken, or digital. On the other hand, recado is generally used for verbal messages passed through another person, often implying a task or something to be remembered.