For any leather bag, you want to find out how the hides are tanned and where they are sourced from. Bonded leather is made from ground up scrap leather combined with resin and glue, and while it can be called leather, it has a completely different feel than a top grain hide with a soft hand.
Look for a bag that wears it's quality on it's sleeve in the form of some kind of contrasting stitching. Companies proud of their quality want to show it off and putting white stitching on black leather is one way to do it. Of course the bag will have to hold what you want to carry and hopefully include a warranty that will give you piece of mind after your purchase.
The best leather messenger bag I've ever owned is this one -
They call it a shoulder bag but it's a classic messenger design. Their raw unfinished, top grain Vintage hide is tough to beat for durability and the unique future/ retro post-apocalyptic cowboy look is classic and timeless.