Your iPhone gives you a massage? I want that app! 😀
The iMessage and your normal Message app is one in the same, you have to turn on iMessage in Settings>Messages>iMessage. I haven't used it yet myself because I don't know anyone else that has an iPhone with iOS5.
As for reminders, once you type your reminder, click on it and it'll bring up a Details screen. Click Remind Me then turn on At a Location. Once you get there, you have a few choices and you should be able to figure out where to go from there. Hope that helps! I haven't actually done one yet, have one set up for after work so we'll so how that goes. I think it's a really cool feature!