Mensaje vs. recado

The Spanish language has a rich variety of vocabulary which offers different words for different contexts. The words 'mensaje' and 'recado' can both translate to 'message' in English but they are used in different scenarios.

Mensaje

'Mensaje' is the general term for 'message'. It is used in both formal and informal situations. This word covers every kind of messages including those written, spoken, or sent through digital media.
Por favor, envíame un mensaje cuando llegues.
(Please, send me a message when you arrive.)
Recibí un mensaje de mi jefe esta mañana.
(I received a message from my boss this morning.)
¿Has leído el mensaje que te envié por correo electrónico?
(Have you read the message I sent you by email?)

Recado

'Recado' also translates as 'message', but most often refers to spoken messages that are usually addressed to someone through someone else. They are usually messages that involve a task or something to remember. 'Recado' also implies some level of personal involvement.
Le dejé un recado a tu hermano para que te llame.
(I left a message for your brother to call you.)
María, ¿puedes darle este recado a Juan? Necesito que compre leche en el camino a casa.
(Maria, can you give this message to Juan? I need him to buy milk on the way home.)
Mi madre dejó un recado para que no olvides pagar las facturas.
(My mother left a message so that you don't forget to pay the bills.)

Summary

While both 'mensaje' and 'recado' translate into 'message', 'mensaje' refers more globally to any type of message written, spoken, or digital. On the other hand, 'recado' is generally used for verbal messages passed through another person, often implying a task or something to be remembered.