When I hear someone (usually a professor or instructor... and I think they are just trying to fill a classroom) ask "what is your message (painting, photograph, etc)?", I want to .... well, I get a little sassy. A message or story is not imperative for a good photograph or painting - except in photojournalism. Art is about light and shadow, lines, form and (as Henri Cartier-Bresson said) geometry.
You want a story, go read a book!