The only way that I can think of that you are seeing a contacts personal message when they send you a message is if that contact has included some or their entire personal message where they type in their nickname, I guess they can fit more in that way…
If that is the case you can edit your contacts name by clicking on them in the contact list and selecting the edit nickname which will change it in your contact list…
I’m pretty sure it will also change it to whatever you have typed in as their nickname when they send you a message…