Bitcoin is not a messaging system.

However, the OP_RETURN code was added so that some data could be embedded in the transaction outputs if someone wants to.

None of the standard wallets provide a user interface for embedding data, nor do they provide any method for viewing any embedded data.  This is because Bitcoin is not a messaging system.

However, there are services that will charge you a fee and will create transactions with embedded data for you.  Most of those services will also display that data on their website.