$_REQUEST is a superglobal array that stores a list of information numerically or associatively.
For example:  
Associative: $array = array(key->value, key->value); Numeric: $array = array([0]->value, [1]->value);
In the case of $_REQUEST or $_POST or $_GET these arrays will store encoded data sent to the PHP header.
For example:
 $_REQUEST['key'] = value;
In your case msg is, so far, not encoded to the browser. So it has to be passed by different means.
 $_REQUEST['msg'] = 'new';
 if(isset($_REQUEST['msg'])){       //use isset() to avoid an error
    if($_REQUEST['msg'] == "new"){
        $message = "New User has been added successfully";  
    }else if($_REQUEST['msg'] == 'edit'){
        $message = "User has been saved successfully";
    }else if($_REQUEST['msg'] == 'update'){
        $message = "User(s) has been Updated successfully";
    }
}  
I hope this helps you.