You can assign a colour to your notes and establish your own colour code.
From the message list
By clicking on the button at the very bottom left side of the message :
A colour list appears, you only have to pick a colour (or change it).
When sending your note
From the messaging area, pick a colour before sending your message :
From the notes management
Click on the colour icon to display the colour palette :
Note : this process also works for tasks.