Message center allows you exchange private and secure messages with fellow members without having to reveal your personal email address. It's also a great way to easily send a private note to collaborators on a project (if your institution has Projects feature enabled). When someone sends you a message, we'll send a notification to your registered email address to let you know, unless you don't want that. In that case, you can turn off the alert within the notifications area from Settings.
PS - Navigate to Settings by clicking your profile image in the top navigation bar.