If your either talking to many different people or what have you, you can forget what your last message was and get a reply and not know what you were talking about. It happens to me all the time :(, especially when recruiting or trying to explain things to newbies. I think it be a good idea to make the in game message system keep the original message in the reply to help keep conversation intact. Kind of how the forum messages work.

I know it would make my in game messaging a lot easier to manage.