The message log displays information about the commands that FileZilla/FileZilla Pro is sending the remote server, and information that it receives in answer.
The message log below shows a failed connection attempt to a FTP server. Informational (status) messages are shown in black, commands to the server in blue, responses from the server in green, and errors in red.
If you have trouble connecting to a particular server, the message log might help you to figure out why.