The title’s reference to extra-terrestrial alien messages “what” and “how” refers both to what their messages are and the two hows: 1) how the messages are received and 2) how their messages are to be turned into plans that are subsequently to be carried out, put into place.
This will be a succinct and generally generic review of the main points so that you may discern them when you encounter them.
There are very many forms of, supposed alleged, extra-terrestrial aliens ranging from big headed, big eyed and small bodied grays/greys (some of which are said to be just as skinny but quite tall) to Nordics who are human in form, having blue eyes and blond hair and from short hooded gorilla-like faced beings (view illustrations of them here) to reptilians and many more.
As to how the messages are received; it varies quite a bit. Nordics, for example, simply land their spacecraft, come across someone and speak to them vocally. Others, such as grays/greys communicate telepathically and this seems to be the preferred method for most extra-terrestrial aliens.
This, of course, is very convenient because it means that they can communicate to, and through, humans even from vast distances (and other points in chronology; see here for detail on this) and thus, without the necessity of being physically present before us. Also, this does not require them to travel and so we end up with the difference between contactees, abductees, experiencers, (also channelers) etc. In other words, one need not see or board a spacecraft nor see an extra-terrestrial alien in order to communicate with them.
This leads to the odd correlation between spirit channeling mediums and extra-terrestrial alien channelers; those who claim to channel the spirits of the deceased and those who claim to channel extra-terrestrial aliens do the very same things (and involvement in the occult is step one ). They both open themselves up to receive whatever happens to be out there and there are certainly beings floating around out there looking for those neon signs on people’s heads that say “Come in, we’re open.”
When it comes down to it, regardless of the variation in terminology and details, the message is the same whether it comes from New Agers, magickians, mystery schools, secret societies, extra-terrestrial aliens, etc.
The message is that we humans are destroying the Earth and ourselves. As we are part of some great cosmic community, our actions affect beings who are not earth-dwellers. And often it is said that we negatively affect the Earth itself with the view of the Earth as a living entity (Gaia, etc.).
The follow up from the observation that humans are causing such great harm is that we must come together and thus unite so as to achieve global change. We must set aside our outdated and destructive theologies, we must set aside our set aside our outdated and destructive governments, we must set aside our outdated and destructive social mores, etc.
The second how is (having set such outdated and destructive beliefs and practices aside) how such entities propose that we accomplish such changes. Again, regardless of terminology or details, it all leads to the same place; a new world order.
This is because the ultimate answer, the how, is for us to adopt a one world religion consisting of alien theology—which is always impersonal “pantheism,” meaning that there is no personal God but only what is variously known as energy, prana, qi, ki, chi, vril, the force, etc. The how is that we must adopt a new governmental system, a one world government. And we must also adopt a new morality as traditional family units (and by extension clans, tribes, nations, etc.) only cause division and hording of goods.
Along with this—and again this is the same whether it comes from the happy faced New Age or the frowny faced Nazis—comes the concept that human population size must be drastically reduced and that vast numbers of people will be done away with. The Nazis had a very physical and hands on approach while the New Age conceptualizes it as people being taken off the Earth my some UFO related or metaphysical (or, both) event.
In short, always read between the lines because there is a reason that, on the ground level, New Agers, Nazis, Transhumanist, magickians, mystery religions, secret societies and many, many more agree. They all seek to establish a new world order—by any other name.
 For example, all of the top psychics are (or have been, were raised as, etc.) Catholic. Their being taught that prayer to the dead (a style of necromancy) Mary, saints, etc. leads them to conclude that communication with the dead, in general, is perfectly acceptable. See The Long Island Medium, Theresa Caputo & the Catholic psychic/medium connection for evidence.
That was about spirit channeler medium psychics. As for extra-terrestrial alien channelers, see What are aliens and UFOs? Whitley Strieber and Barbara Marciniak do not know (for the whole series of which that is a part, see here).
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