If you want to receive messages from ALL categories (excluding 12 Steps, which you need to add manually), you don't need to select anything.
If you have created your own private messages/reminders, you will receive up to 3 additional messages daily
BY TEXT OR EMAIL (not via the App).
If you ONLY want to receive your own private, personalized messages, select MY PRIVATE MESSAGES ONLY.
Private messages are only sent BY TEXT OR EMAIL (not via the App).