消息 is informal information, usually about your friends, relatives etc, 新闻 means news is what you get from the media.

The easiest way to understand the difference between the two words is as follows: 消息refers to "news" about friends, families, and other people you know. 新聞refers to "news" you learn about by reading the newspapers, watching TV, listening to the radio, or reading information on the internet. For example, you would ask your friend "do you have any good news about your exam?" (你的期末考有沒有什麼好消息？） On the other hand, you would say: "Did you hear the news about the bombing in Boston?" （你聽到有關波士頓炸彈事件的新聞嗎？）

新华社消息 means informaton from Xinhua News Agency 新闻 is means news . 消息 means message or information。