***UPDATE*** October 2022

If you have updated the IFDs to 10.3, you may notice the 'MSG' notification on the PFD will no longer show when the IFDs have an advisory notification (cyan/blue messages from the IFDs). The change was due to pilot feedback. 

Cautions and Warnings will still display the yellow 'MSG' notification on the PFD. 

The Yellow MSG (message) indicated several items the Pilot needs to attend to. 

On an Avidyne IFD equipped aircraft, with the Entegra EXP5000 PFD, if you have the yellow MSG notification, see below for an overview:

1) the PFD MSG blinking indicates you have an active message on the IFD that needs to be acknowledged
2) the solid yellow MSG (photo below) on the PFD indicates there is a message on the Alerts tab on the IFD
3) once all alerts are gone, the yellow MSG on the PFD goes away

On the IFD, access your Alerts Tab and check for all messages. As long as there is a message in the Alerts tab (acknowledged and active), the MSG will remain on the screen.