The message store is the place on the local machine where email is stored. Traditionally the message store is /var/spool/mail or /var/mail, with mail stored in files bearing the local user's login name. But on massive installations, such as large ISPs, the message store may be in a database or in LDAP.
Permissions for /var/spool/mail or /var/mail (on a system that uses this mail store) should be set to mode 755, with the group owner being "mail". Typically this local message store is created when the OS is installed.