What kind of message do they send? As wide as you would find in any other genre of music. Some are satanic, some of them to the point of being funny. Some write about dark, depressing subjects. Some, like Cannibal Corpse, just write about violence and killing. They admit that their most of their lyrics don't have a ton of lyrical signifcance. Opeth is probably the closest thing you'll find to "normal" lyrics. Nile has some creative ones incorporating ancient Egyptian mythology and religion.
And no, I am not a satanist.