There is a great deal of ambiguity in Walter de la Mare's poem, "The Listeners." However, a close reading of the poem, and the ending in particular, can provide some insight into the messages that the Traveller leaves.
The first message arrives in the form of a question: "Is there anybody there?" The Traveller asks this question in lines 1 and 8. While this is a question, the underlying message is one of concern. The persistence of the Traveller shows that he wishes to make contact with those who may or may not be inside; despite feeling the strangeness of the phantom listeners, he continues try to get someone's attention because it is important to make a connection with them.
Finally, upon receiving no answer, the strangeness of the place gets to the Traveller and he states "Tell them I came, and no one answered, / That I kept my word." While his literal message is that he was in this place, and that he kept his word, it is unclear as to what "word" he is referring. Did he promise to come to this place, or did he promise to do something else, and he has come to tell those inside that he kept his word and his duty has been fulfilled? Regardless of the possibility, the message is that the Traveller is man of integrity. He has kept his word, whatever that word was.
In addition to the few verbal messages that the Traveller brings, he also brings with him a few unsaid messages: that those inside are worthy of attention, and that he is an honorable man.