When messaging and having two different messages being sent and recieved to and from the same person, XMSG means to cancel one of the two messages and continue it on the other. Not to be replied to. Useful when on one of the message conversations has lost it's vibe.
"2 unread messages from SexayChick"
(Msg 1) Lolz that's nice. Oh well. Idk.
(Your Reply) Lol XMSG.