Messy things are sloppy, disorganized, or dirty. Your messy room isn't bothering anyone but you — but your messy clothes might not be appropriate for your cousin's formal wedding.
When a house is messy, it's cluttered and untidy — there might be clothes on the floor or dishes on the table and counters. A messy notebook could be jammed with papers in no particular order, and a child's messy face may very well be covered with chocolate ice cream. Messy dates from the 1840s, and its figurative meaning, "unethical" or "confused," like a messy divorce, came along in the 1920s.