"Windows Messenger" in 3.x and 95 was a popup text box for displaying LAN Manager messages, which get sent to specific machines or domains/workgroups. "Windows Messenger Service" is the corresponding legacy service that pops up these messages on an informational dialog box.
And yes, I just checked, later versions of NET can send to individual users. The NT 4 NET SEND only went to machines. Most people disable the Messenger Service, because while doing a backup, they prefer not to be reminded of how small a penis they are sporting (Messenger spam).