Make sure you are on the Engage module messaging interface:
Steps 1 & 2: In the console click the Engage icon, this is the 2nd icon down on the side bar. Click the messages button in the top right hand corner of the console.
Then select on "New Message" top left. You'll notice there are three tabs like this:
Make sure you've got Compose selected (this is the default selection so it should appear automatically), and the following form will be visible:
Step 3: To compose a message, first give it a Message Name. This is only a name for you and your team, for internal purposes only, not something the audience will see. It enables you to quickly find the message once its sitting in queue, perhaps with hundreds of other messages you have curated as part of a campaign.
Step 4: Use the drop down list to determine which language the message will be written in (if option available). This defaults to English.
Step 5: The message subject will appear at the top of the push-notification that appears on a recipient's phone.
Step 6: This is the body copy for the message content. It is limited to a maximum of 129 characters.
Step 7: Optional. The message can have a link embedded into it. Add this here.
Once you've done that you are ready to select the target group for the message. Note that you cannot save a draft of the message until you have done both message composition AND message targeting.