Signing a message is where for example, say I am a well known vendor who wants to post a public announcement for everyone to read on the forum. To ensure everyone knows it is the vendor and not someone who has hacked their account they can sign the message with PGP. For example: Hello, I have came back from a break and ready to start selling again!  Now if I was a customer of the vendor and I wanted to make sure it was still the same person I go to my PGP client and use their Public Key that I already have saved and paste the PGP signed message into my client and click verify and it will tell me if that vendor did actually say those words.