Romeo's messenger is Balthasar. Balthasar's role becomes prominent at the end of the play as the plot machinations grow more complex. He serves both to hasten Romeo, in error, and to explain (as characters in plays often do) what may seem to a live audience a confusing series of events leading to the heroes' untimely demise.
As so often there is ambiguity in the English language, so just in case you meant the messenger intended for Romeo, this person is Friar John, whom Friar Laurence sends to Mantua in order to relate the details of Juliet's feigned death, and to advise him of the day on which he can return to find his wife awake. However, Romeo is "Fortune's Fool" and an epidemic prevents Friar John from entering the gates of the city and reaching Romeo. As a result, the tragic events of the final act occur.
Because of Romeo's family and the position they had in the community, he had his own messanger, and servant. His name was Balthasar.
"Balthasar appears with Abram in the first scene of Act I, but does not participate in the quarrel with the Capulet servants. He is loyal to Romeo and tries to help him. After Juliet's funeral, he rushes to Mantua to bring the news of Juliet's "death" to Romeo. He shows his concern for Romeo and asks him to remain patient, to not act hastily. Balthasar returns with Romeo to Verona and accompanies him to the tomb, although Romeo tells him not to interfere. At the end of the play, Balthasar provides Prince Escalus with the letter which Romeo has written to his father. The letter supports Friar Lawrence's account of what has happened. "