iMessage, a messaging service built into the Messages app on your Mac and iPhone. They are blue messages that you send or receive from other Apple users. Different than SMS, they require an internet connection via your data plan or Wi-Fi.
Markup tools was a feature added in iOS 10 that allowed users to use basic editing tools for images. They started out being very limited but have now expanded to many other places around your iOS device. The places it can get use the most are in photos when taking screenshots and saving PDFs in Safari.