What is correct:If you see him,give him the message.OR If you see him,give him a message.
Not knowing more context (it appears the OP doesn't know more context either, based on comment discussion), it's hard to completely invalidate either usage.
So, I would say, if the person you are talking to already knows the message, then, "If you see him, give him the message," is better.
Otherwise, it is better to use, "If you see him, give him a message," followed by telling the listener the message you are asking them to convey.
If there are multiple messages involved, use the messages for the first case, and these messages for the latter.