Far from Caligula’s first steamy message? (4)

I believe the answer is:

sext

I'm a little stuck... Click here to teach me more about this clue!

'message?' is the definition.
(I have seen 'Explicit message' mean 'sext' so perhaps 'message' could also mean 'sext')

I don't understand the rest of the clue.

Can you help me to learn more?

(Other definitions for sext that I've seen before include "Explicit message" , "service" .)

I've seen this clue in the Sydney Morning Herald.

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