Message of importance (4)
I believe the answer is:
note
I believe this is a double definition.
'message' is the first definition.
(note is a kind of message)
'importance' is the second definition.
(thesaurus)
'of' is the link.
(Other definitions for note that I've seen before include "Heed; short letter" , "Bill" , "Observe; short letter" , "Eg, fiver; annotation" , "A flat, for example" .)