Hi Jen!
The bottom message bar that you're seeing in the left image is a way to talk to your Lindy. You have that there because you have a 'Message Received' trigger. If you open your Flow Editor, you'll see the Message Received trigger. This dictates if a message bar is within the Lindy. Sending a message there will not add anything to your CRM, as you've noticed. It will allow you to trigger your Lindy to begin running the flow.
The image on the right is for a specific action. In this case, it looks like you have a 'Send Email'.
Let me know if that helps!