Not sure if anyone would know or not but I am wondering what the Sign Message and Verify Message function in the Coin Magi - Wallet program does. This wallet is used to collect the mined currency of XMG or otherwise known as Magi Coin.
I'm not trying to be rude or dismiss your question, but truly if you don't know what they are there is no need to trouble yourself with it.
A typical user will never need to sign or verify their crypto addresses.
But if you're curious, the feature is to utilize the concept of digital signatures. The simplest way I can put it is so that users can have verification of who is sending and receiving. If you want to know more you can start by researching digital signatures.