Yii core messages refer to static text strings in the core Yii framework code which are meant to be displayed to end-users (e.g. core exception messages, default validation error messages). Customization of these core messages is needed in two circumstances:
You have a multilingual application, and you want the URL of a page to be different for different languages, to account for SEO. The URL for the contact page for example should look like http://something.com/en/contact in english, and http://something.com/de/contact in german. This tutorial describes how to make it happen.
Note that currently selected language is always a part of the URL, and thus available to the application through $_GET. You don't have to use sessions variables to keep track of the language if you don't want to.