Yep, you nailed it! When folks talk about putting messages in Bitcoin transactions, they're often referring to using the OP_RETURN output.

But not all transactions use OP_RETURN. In fact, most don't. It's optional and mainly used when you want to embed some extra data into the blockchain.

Just remember that space in the blockchain is precious - like gold dust! So it's best not to go overboard with those OP_RETURN messages. Keep 'em short and sweet!