I do not want to be interrupted with any messages. How do I set my session to deny messages?
mesg n
Define "message". There are different programs that can broadcast something that can cause your screen to display a message.
I am guessing you mean the wall command. Use the mesg command to turn off wall broadcasts. It cannot stop messages from the root user.
mail can send a message at login, running a command in the background displays a line on the screen when the child process terminates.