After seeing where some of your posts lie is is safe to assume that you want to know about signing a message for an account sale that you are doing.
In that case the buyer wants to see if you the actual owner of that account that you claim to own. He or she is wanting to see if you can sign a message from a previous address that was staked on it's account in a previous post which would be nearly impossible if you were the original account holder or from the time that they are asking you to sign a message from.