When you are creating a message rule with the event trigger as "check-in" a check-box will appear to "enable last-minute booking check-in message."
This is because check-in details are often sent 2 days before a guest checks in. If they book your place after that message would have sent, say in the case of a same-day booking, you still need them to get their check-in details.
These guests would receive your last-minute check-in details within a few minutes of booking. When you check the box there are now two places to add text. One for your regular check-in message, and another for your "last-minute" check-in details, since the language may be a little different between the two messages. Or you can check the box to choose to send the exact same check-in details message to guests who book last minute.
Another place the "last-minute" message appears is when you choose "booking confirmation" as the trigger to send a message. When that event trigger is chosen a check-box appears to let you disable that message if a last-minute message is sent.
Many people have a booking confirmation message that guests receive as soon as they book that says something like "thanks for the booking. I'll send you more information closer to your stay." You would check this box in your booking confirmation message if you didn't want guests to receive that message if they made a last-minute booking.
I have this box checked because if a guest books for that night I don't want them to receive both automated messages, one thanking them for the booking and saying I'll send info closer to their stay, and the other with details about their stay.