Hi! So, Wreck This Deck is a prompt-based game. A lot of the detail of how the world, demons and magic works is implied rather than described in detail. When playing it, you fill in the blanks, using the prompts in the game as seeds for your own imagination. "Third order demon" means whatever you want it to mean, bearing in mind it's in a table with "first order demon" and "second order demon".
The bit you're referring to, with the "message", is part of the fortune telling section. The idea is that you are doing a fortune telling spread. Like tarot, or astrology, you are given symbols and snippets of ideas which you have to interpret. You're doing that both as your character, to try and glean information, but also as a player, to decide what direction the story is pointing in. The bit about "what message are they sending me" is about when you draw one of your demon cards - the ones you'll create in play, see p22. E.g. you've drawn Astaroth, so what does that mean? But also, given that Astaroth is a demon, think of that meaning as coming from a sentient and deceptive source, maybe it's trying to manipulate you and the spread can't be taken at face value.
However in this case it sounds like you've drawn the prompt "third order demon" so you don't (necessarily) need to think about it in that way. You haven't drawn a demon card, you've drawn a card that's telling you something about a demon. So you combine that prompt with the other prompts in your spread to think what that might mean in your story.
If you're struggling a bit with the business of reading and interpreting prompts, or just want to get some input from other people who play the game (or indeed interact with other people's characters) you might want to check around the internet for Wreck This Deck communities. There's the #WreckThisDeckRPG hashtag, but there's also Discord servers, Facebook groups and SubReddits.